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 Yes 17496.18 >5 Yr Yes 612.08 <7 Days N-4 16929.87 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18355.25 >5 Yr No 890.31 <7 Days N-5 20029.39 Yes T+1 No Yes Liberty International Finance Ltd. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 42767.66 >5 Yr Yes 975.75 31-90 Days N-6 40835.03 Yes T+1 No No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 21895.39 >5 Yr Yes 72.15 7-30 Days N-7 21284.82 No T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 31665.30 >5 Yr No 215.35 <7 Days P-1 33375.32 No T+0 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 24689.60 >5 Yr Yes 47.89 31-90 Days P-2 22666.94 Yes T+0 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 16680.35 >5 Yr Yes 539.31 31-90 Days S-8 15892.47 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 32806.75 >5 Yr Yes 111.06 7-30 Days Y-1 33514.05 Yes T+1 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 44069.06 >5 Yr No 1097.22 7-30 Days Y-2 42004.52 No T+2 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 25390.91 >5 Yr Yes 956.37 7-30 Days Y-3 25594.15 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 11676.55 >5 Yr No 445.32 <7 Days Y-4 10897.24 No T+0 Yes No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 35212.25 >5 Yr No 686.40 <7 Days Z-1 37721.97 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 26231.36 >5 Yr No 626.69 <7 Days A-2 28005.72 Yes T+2 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 11150.74 >5 Yr No 296.77 7-30 Days A-3 11835.48 Yes T+1 No No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 38651.38 >5 Yr Yes 1693.34 31-90 Days A-4 41927.12 No T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 17746.90 >5 Yr No 864.86 7-30 Days A-5 16862.84 Yes T+1 Yes No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 3287.83 >5 Yr Yes 42.87 31-90 Days CB-1 3100.86 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 18793.41 >5 Yr No 327.53 7-30 Days CB-2 18299.95 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 10797.67 >5 Yr No 294.42 <7 Days CB-3 11339.38 No T+0 No Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 38836.05 >5 Yr No 557.78 31-90 Days E-1 37125.68 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 21059.90 >5 Yr No 744.70 7-30 Days E-2 20826.73 No T+2 Yes No Trading
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 7222.56 >5 Yr No 213.35 31-90 Days G-1 7422.96 Yes T+0 No No Securities Finance
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other Yes 39455.68 >5 Yr Yes 518.25 <7 Days G-2 42208.72 Yes T+0 Yes No Funding
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 33606.09 >5 Yr No 1427.86 7-30 Days G-3 31443.52 No T+0 No No Treasury
2025-10-13 Liberty National Bank O.S.4 Collateral Swaps Other No 12498.23 >5 Yr Yes 486.65 31-90 Days IG-1 13227.12 Yes T+1 Yes No Securities Finance