Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

O.W.5: Covered Bonds

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Loss Absorbency Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20459.12 Day 51 No 1668.48 <7 Days A-2 23037.58 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 12367.14 Day 51 Yes 502.76 31-90 Days A-3 13188.04 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35689.99 Day 51 Yes 2636.17 7-30 Days A-4 34905.90 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24758.08 Day 51 No 1546.84 7-30 Days A-5 24489.05 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 799.08 Day 51 No 69.89 31-90 Days CB-1 644.74 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40311.85 Day 51 Yes 719.87 <7 Days CB-2 48307.84 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4795.88 Day 51 No 316.97 31-90 Days CB-3 4112.66 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13907.59 Day 51 Yes 897.84 91-180 Days E-1 16050.49 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41605.15 Day 51 No 3235.75 <7 Days E-2 35068.13 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34317.61 Day 51 No 3013.41 <7 Days G-1 30314.97 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30849.98 Day 51 No 34.22 7-30 Days G-2 31785.64 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26218.12 Day 51 No 2563.45 31-90 Days G-3 21501.25 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21665.74 Day 51 No 1460.60 <7 Days IG-1 17630.83 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22644.20 Day 51 No 107.68 7-30 Days IG-2 25179.15 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16114.56 Day 51 Yes 1440.69 7-30 Days S-1 15402.70 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 26248.99 Day 51 No 1195.25 31-90 Days S-2 30848.20 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 628.83 Day 51 No 56.90 91-180 Days S-3 591.04 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40579.87 Day 51 Yes 2531.17 <7 Days S-4 45856.51 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18002.59 Day 51 No 842.47 <7 Days S-5 17526.63 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 27040.07 Day 51 Yes 1465.11 7-30 Days S-6 31516.68 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31702.13 Day 51 Yes 343.68 31-90 Days S-7 30226.70 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 16197.25 Day 52 Yes 1238.01 7-30 Days A-0-Q 18140.82 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 14867.45 Day 52 Yes 1113.45 7-30 Days A-1-Q 13648.41 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 30227.72 Day 52 Yes 2962.12 <7 Days A-2-Q 33560.59 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 9388.28 Day 52 No 387.11 7-30 Days A-3-Q 8055.68 None Yes Liberty Wealth Management LLC Investment Banking