Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.S.4: Collateral Swaps

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6826.25 >4 Yr <= 5 Yr Yes 0.93 7-30 Days L-10 6796.81 Yes T+0 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 27604.19 >4 Yr <= 5 Yr No 372.65 <7 Days L-11 27490.34 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 20434.39 >4 Yr <= 5 Yr Yes 350.19 7-30 Days L-2 18598.23 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 5771.53 >4 Yr <= 5 Yr No 244.58 7-30 Days L-3 5322.07 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 20353.69 >4 Yr <= 5 Yr No 408.12 <7 Days L-4 18998.35 No T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 43516.23 >4 Yr <= 5 Yr Yes 69.99 <7 Days L-5 39971.96 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 8885.06 >4 Yr <= 5 Yr Yes 354.29 31-90 Days L-6 8418.34 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 26580.71 >4 Yr <= 5 Yr No 330.05 <7 Days L-7 27191.09 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 10241.88 >4 Yr <= 5 Yr Yes 107.59 31-90 Days L-8 9699.28 No T+2 Yes Yes Liberty International Finance Ltd. Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 34221.31 >4 Yr <= 5 Yr Yes 1577.23 <7 Days L-9 35955.91 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25480.86 >4 Yr <= 5 Yr No 459.10 <7 Days LC-1 23807.58 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 4001.07 >4 Yr <= 5 Yr No 53.08 7-30 Days LC-2 3705.54 Yes T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 38284.41 >4 Yr <= 5 Yr No 999.91 <7 Days N-1 35138.02 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 35224.54 >4 Yr <= 5 Yr Yes 540.89 <7 Days N-2 34388.69 Yes T+0 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 21386.43 >4 Yr <= 5 Yr Yes 191.07 <7 Days N-3 21863.85 Yes T+1 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 6858.79 >4 Yr <= 5 Yr No 70.17 <7 Days N-4 6245.28 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 16249.72 >4 Yr <= 5 Yr No 535.02 <7 Days N-5 14725.75 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 25165.29 >4 Yr <= 5 Yr Yes 1204.67 7-30 Days N-6 27005.55 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25852.30 >4 Yr <= 5 Yr No 569.21 <7 Days N-7 27653.94 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 42895.28 >4 Yr <= 5 Yr Yes 1100.72 <7 Days P-1 45254.49 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 8458.47 >4 Yr <= 5 Yr No 0.43 <7 Days P-2 8706.20 Yes T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 32804.57 >4 Yr <= 5 Yr No 220.43 31-90 Days S-8 30557.74 Yes T+1 Yes No Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 27164.86 >4 Yr <= 5 Yr No 476.21 <7 Days Y-1 29433.41 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail No 25765.91 >4 Yr <= 5 Yr No 505.66 31-90 Days Y-2 23370.19 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.4 Collateral Swaps Retail Yes 40560.42 >4 Yr <= 5 Yr No 226.50 <7 Days Y-3 39739.56 No T+1 Yes No Trading