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 34293.23 Day 42 Yes 1340.61 7-30 Days L-9 34198.32 No T+2 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 3575.01 Day 42 No 40.28 31-90 Days LC-1 3260.43 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 14976.63 Day 42 Yes 498.07 <7 Days LC-2 13525.91 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 10118.59 Day 42 Yes 499.78 7-30 Days N-1 10445.40 Yes T+0 No Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 24601.88 Day 42 No 862.03 <7 Days N-2 25040.42 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 18613.84 Day 42 No 565.54 31-90 Days N-3 17715.42 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 37264.15 Day 42 No 950.64 31-90 Days N-4 37997.02 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 8234.38 Day 42 No 332.51 7-30 Days N-5 8923.68 Yes T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 10012.13 Day 42 No 191.08 7-30 Days N-6 10020.49 No T+0 No No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 43719.82 Day 42 No 1743.15 <7 Days N-7 46393.08 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 23560.78 Day 42 No 657.77 <7 Days P-1 23393.30 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 20098.12 Day 42 Yes 580.52 31-90 Days P-2 21306.42 No T+2 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 2298.49 Day 42 No 45.01 31-90 Days S-8 2411.69 No T+1 Yes No Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 28685.03 Day 42 No 741.64 7-30 Days Y-1 30572.54 No T+0 Yes Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 17146.95 Day 42 No 255.66 7-30 Days Y-2 18599.79 No T+1 Yes No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 41312.51 Day 42 Yes 1317.03 31-90 Days Y-3 42922.87 No T+1 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 18516.54 Day 42 Yes 215.24 31-90 Days Y-4 17596.34 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 17493.14 Day 42 No 859.90 31-90 Days Z-1 15933.96 Yes T+0 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 29274.24 Day 42 Yes 1086.13 <7 Days A-2 30185.14 Yes T+2 No No Funding
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 40840.09 Day 42 Yes 1888.29 7-30 Days A-3 43484.73 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 1624.42 Day 42 No 62.65 31-90 Days A-4 1723.26 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 24024.02 Day 42 No 34.50 <7 Days A-5 24609.57 No T+0 Yes No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail Yes 17291.80 Day 42 Yes 81.53 <7 Days CB-1 18631.58 No T+2 Yes No Treasury
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 326.27 Day 42 No 7.48 31-90 Days CB-2 344.10 No T+0 No No Trading
2025-10-08 Liberty National Bank O.S.3 Dollar Rolls Retail No 4662.24 Day 42 Yes 154.49 31-90 Days CB-3 4919.27 Yes T+1 No No Trading