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 Yes 17174.26 Day 54 Yes 1002.63 31-90 Days E-3 18842.56 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23663.94 Day 54 Yes 2134.70 31-90 Days E-4 19570.10 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 35327.34 Day 54 No 2921.77 91-180 Days E-5 39471.09 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3270.80 Day 54 Yes 306.14 31-90 Days E-6 3582.16 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33667.76 Day 54 Yes 385.15 91-180 Days E-7 38648.79 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28833.87 Day 54 No 2137.36 7-30 Days E-8 30708.78 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 33751.69 Day 54 Yes 1254.11 7-30 Days E-9 40281.83 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1742.65 Day 54 Yes 167.65 <7 Days G-4 1756.78 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 2065.61 Day 54 Yes 120.96 91-180 Days IG-3 2343.36 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6661.53 Day 54 Yes 121.09 7-30 Days IG-4 7515.56 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32244.30 Day 54 No 1788.02 91-180 Days IG-5 35017.51 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21859.17 Day 54 Yes 1732.47 91-180 Days IG-6 23370.59 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 29321.60 Day 54 Yes 953.67 7-30 Days IG-7 23496.17 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41582.63 Day 54 Yes 1322.42 <7 Days IG-8 48720.84 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 37188.01 Day 54 No 2908.38 31-90 Days L-1 44001.50 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22116.92 Day 54 No 1553.04 91-180 Days L-10 19791.78 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39056.61 Day 54 Yes 236.16 91-180 Days L-11 35200.08 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19916.97 Day 54 Yes 635.26 91-180 Days L-2 21940.34 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10774.71 Day 54 No 418.75 7-30 Days L-3 10804.72 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21126.48 Day 54 No 1565.06 31-90 Days L-4 17213.02 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26821.60 Day 54 No 1750.79 91-180 Days L-5 23795.64 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 31263.03 Day 54 No 2663.11 31-90 Days L-6 25239.25 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35116.50 Day 54 Yes 3491.24 31-90 Days L-7 35664.66 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10028.48 Day 54 Yes 591.54 <7 Days L-8 10853.11 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 40788.64 Day 54 Yes 3594.57 7-30 Days L-9 42260.01 None Yes Liberty Wealth Management LLC Capital Markets