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 3042.52 >2 Yr <= 3 Yr No 169.28 91-180 Days Y-1 3443.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 5540.97 >2 Yr <= 3 Yr No 484.41 31-90 Days Y-2 5213.99 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 15450.28 >2 Yr <= 3 Yr No 741.51 91-180 Days Y-3 17009.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5311.10 >2 Yr <= 3 Yr Yes 85.99 <7 Days Y-4 4918.00 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38677.41 >2 Yr <= 3 Yr Yes 3345.07 31-90 Days Z-1 34905.00 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 10761.89 >2 Yr <= 3 Yr No 648.48 7-30 Days A-2 10873.34 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 3421.50 >2 Yr <= 3 Yr No 37.43 7-30 Days A-3 3766.85 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2689.88 >2 Yr <= 3 Yr No 186.94 91-180 Days A-4 3126.47 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 25258.58 >2 Yr <= 3 Yr No 1543.39 31-90 Days A-5 27068.09 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12649.74 >2 Yr <= 3 Yr Yes 976.40 <7 Days CB-1 11383.00 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16506.69 >2 Yr <= 3 Yr Yes 55.12 <7 Days CB-2 15418.24 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42883.94 >2 Yr <= 3 Yr Yes 910.62 <7 Days CB-3 37660.31 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35937.16 >2 Yr <= 3 Yr No 106.86 7-30 Days E-1 35936.59 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 22050.08 >2 Yr <= 3 Yr Yes 1805.58 31-90 Days E-2 23127.23 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 43585.49 >2 Yr <= 3 Yr Yes 4019.34 7-30 Days G-1 48136.57 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 38789.96 >2 Yr <= 3 Yr Yes 2453.27 31-90 Days G-2 40375.87 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 17055.27 >2 Yr <= 3 Yr Yes 1513.88 31-90 Days G-3 17337.29 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6056.09 >2 Yr <= 3 Yr Yes 88.10 <7 Days IG-1 5585.72 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 40059.29 >2 Yr <= 3 Yr No 121.85 91-180 Days IG-2 39813.38 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 6643.56 >2 Yr <= 3 Yr No 568.86 31-90 Days S-1 7133.70 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 22258.63 >2 Yr <= 3 Yr Yes 1208.81 31-90 Days S-2 19643.65 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 6993.23 >2 Yr <= 3 Yr Yes 261.02 91-180 Days S-3 6987.08 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 10274.06 >2 Yr <= 3 Yr Yes 882.82 <7 Days S-4 9723.68 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 34854.84 >2 Yr <= 3 Yr Yes 182.63 91-180 Days S-5 34677.19 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 9400.93 >2 Yr <= 3 Yr No 909.28 <7 Days S-6 10113.09 Partial Yes Liberty Wealth Management LLC Wholesale Lending