Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.S.3: Dollar Rolls

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.3 Dollar Rolls Retail No 10937.87 Day 36 No 356.21 31-90 Days N-7 11335.66 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 23049.44 Day 36 Yes 288.28 <7 Days P-1 23537.04 No T+1 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 9505.27 Day 36 Yes 251.56 31-90 Days P-2 9221.45 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 24912.88 Day 36 Yes 1012.03 7-30 Days S-8 25278.05 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 10205.78 Day 36 No 470.00 31-90 Days Y-1 9979.19 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 11898.30 Day 36 No 367.62 7-30 Days Y-2 11282.06 Yes T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 35575.15 Day 36 Yes 805.61 31-90 Days Y-3 35224.80 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 14179.79 Day 36 Yes 163.63 <7 Days Y-4 13856.91 No T+1 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 13890.12 Day 36 No 577.81 <7 Days Z-1 15153.63 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 12696.40 Day 36 Yes 556.52 7-30 Days A-2 12343.21 Yes T+1 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 38346.04 Day 36 No 42.49 7-30 Days A-3 41104.15 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 31533.30 Day 36 No 671.40 7-30 Days A-4 33030.93 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 41704.15 Day 36 Yes 285.66 <7 Days A-5 38877.05 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 26553.64 Day 36 Yes 999.05 <7 Days CB-1 25864.99 Yes T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 252.31 Day 36 Yes 2.23 31-90 Days CB-2 243.94 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 19836.06 Day 36 No 825.19 7-30 Days CB-3 18605.52 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 15688.45 Day 36 Yes 163.89 31-90 Days E-1 17120.98 Yes T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 6788.48 Day 36 No 107.44 31-90 Days E-2 6686.17 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 13616.97 Day 36 No 101.09 31-90 Days G-1 13438.33 Yes T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 38223.13 Day 36 No 264.41 7-30 Days G-2 36590.50 No T+2 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 30603.25 Day 36 No 988.57 7-30 Days G-3 33275.03 No T+2 No No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 7191.81 Day 36 No 30.33 31-90 Days IG-1 7749.74 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 21934.58 Day 36 Yes 333.93 7-30 Days IG-2 22011.09 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 26610.28 Day 36 Yes 327.72 31-90 Days S-1 25877.90 No T+1 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 38710.04 Day 36 Yes 1340.88 <7 Days S-2 40483.39 No T+0 No No Treasury