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 GSE No 20455.98 Day 21 No 776.75 <7 Days IG-4 20115.80 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 3904.00 Day 21 Yes 196.47 <7 Days IG-5 4469.78 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 30355.02 Day 21 Yes 306.95 91-180 Days IG-6 31371.62 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 33076.65 Day 21 Yes 1390.86 <7 Days IG-7 30877.93 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 13112.48 Day 21 Yes 936.93 7-30 Days IG-8 14206.78 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 37067.98 Day 21 No 3000.85 31-90 Days L-1 33878.33 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 30163.20 Day 21 Yes 2914.40 31-90 Days L-10 25605.94 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 18684.34 Day 21 No 1152.44 31-90 Days L-11 20317.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35970.00 Day 21 No 2408.08 91-180 Days L-2 29790.79 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 43624.93 Day 21 No 256.99 91-180 Days L-3 35988.15 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 27825.83 Day 21 Yes 1738.45 31-90 Days L-4 24611.45 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 1360.54 Day 21 Yes 84.56 31-90 Days L-5 1548.35 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 7955.28 Day 21 Yes 52.00 31-90 Days L-6 7838.14 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 35969.27 Day 21 No 2472.10 31-90 Days L-7 36889.52 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 13136.87 Day 21 Yes 704.58 91-180 Days L-8 15443.79 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 34406.98 Day 21 No 2881.53 91-180 Days L-9 32418.51 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 32017.68 Day 21 Yes 2236.33 <7 Days LC-1 34832.42 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 29943.56 Day 21 Yes 2186.17 <7 Days LC-2 31985.60 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 25579.06 Day 21 No 1491.57 7-30 Days N-1 26505.47 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 18383.73 Day 21 No 1787.75 31-90 Days N-2 21509.84 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 26390.02 Day 21 No 670.10 7-30 Days N-3 27399.15 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 28014.47 Day 21 No 1204.60 7-30 Days N-4 32164.85 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE Yes 11451.40 Day 21 Yes 3.93 91-180 Days N-5 11926.45 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 2926.40 Day 21 No 56.09 <7 Days N-6 3164.42 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds GSE No 5190.69 Day 21 No 4.89 91-180 Days N-7 5827.39 Partial No Capital Markets