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
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3872.30 Day 35 No 23.47 7-30 Days LC-2 4205.21 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 19857.36 Day 35 Yes 832.18 7-30 Days N-1 21015.24 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 20221.42 Day 35 Yes 745.70 31-90 Days N-2 20319.74 Yes T+2 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 42767.73 Day 35 No 344.66 <7 Days N-3 43132.45 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24092.80 Day 35 No 351.84 <7 Days N-4 23464.08 No T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 6067.75 Day 35 Yes 291.87 7-30 Days N-5 5950.88 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 16497.22 Day 35 Yes 481.82 31-90 Days N-6 18054.88 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 18407.81 Day 35 Yes 753.82 31-90 Days N-7 18376.03 No T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 37723.39 Day 35 No 763.09 <7 Days P-1 34247.28 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 23957.99 Day 35 No 60.44 <7 Days P-2 23790.57 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 41889.61 Day 35 Yes 681.76 7-30 Days S-8 43905.12 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 5341.82 Day 35 Yes 17.75 7-30 Days Y-1 5611.29 Yes T+2 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3600.36 Day 35 Yes 31.62 <7 Days Y-2 3684.57 No T+1 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33834.54 Day 35 No 487.27 31-90 Days Y-3 32197.44 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7867.03 Day 35 No 389.57 <7 Days Y-4 7878.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 36874.40 Day 35 No 1193.07 31-90 Days Z-1 38448.04 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 13428.89 Day 35 No 363.92 7-30 Days A-2 14227.58 Yes T+0 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 33636.76 Day 35 Yes 1516.93 31-90 Days A-3 36615.07 Yes T+1 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 17295.93 Day 35 No 168.11 <7 Days A-4 16596.48 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 13955.43 Day 35 Yes 16.88 <7 Days A-5 13790.02 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3710.19 Day 35 No 15.59 31-90 Days CB-1 3650.69 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16310.25 Day 35 Yes 561.16 7-30 Days CB-2 15971.30 Yes T+2 No Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 22562.09 Day 35 No 851.79 <7 Days CB-3 21217.76 No T+0 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3334.01 Day 35 No 115.48 7-30 Days E-1 3224.69 No T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 4915.52 Day 35 Yes 59.25 7-30 Days E-2 5322.73 No T+1 No No Securities Finance