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 Non-Financial Corporate No 26555.72 Day 40 Yes 577.20 <7 Days S-4-Q 22867.77 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 41243.81 Day 40 No 775.08 91-180 Days CB-3-Q 34402.10 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 10193.87 Day 40 Yes 458.57 31-90 Days G-1-Q 10519.20 Partial No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 15967.18 Day 40 No 1488.61 7-30 Days G-2-Q 15494.88 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 5353.89 Day 40 No 79.56 31-90 Days G-3-Q 5039.20 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 40802.09 Day 40 No 94.75 7-30 Days S-5-Q 40887.46 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 9653.32 Day 40 Yes 90.56 91-180 Days S-6-Q 10637.08 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 11246.10 Day 40 No 101.29 <7 Days S-7-Q 11459.07 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 18380.72 Day 40 Yes 878.12 <7 Days E-1-Q 19276.92 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 12644.50 Day 40 No 702.62 7-30 Days E-2-Q 14285.82 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 15294.10 Day 40 No 54.43 7-30 Days IG-1-Q 18242.91 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 22025.46 Day 40 No 1691.59 31-90 Days IG-2-Q 26290.04 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 43899.75 Day 40 No 4289.78 7-30 Days C-1 46038.51 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 27942.80 Day 40 No 442.51 31-90 Days CB-4 26106.00 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 27702.87 Day 40 Yes 432.36 <7 Days E-10 27776.71 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 42938.37 Day 40 Yes 196.19 91-180 Days E-3 41012.15 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate No 37204.08 Day 40 Yes 513.83 31-90 Days E-4 42552.88 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 35463.39 Day 40 No 329.16 <7 Days E-5 35853.16 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 29755.67 Day 40 Yes 962.94 <7 Days E-6 33511.25 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 79.24 Day 40 Yes 0.76 7-30 Days E-7 68.91 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 30330.74 Day 40 Yes 2604.86 31-90 Days E-8 32789.24 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 13471.45 Day 40 No 133.00 91-180 Days E-9 15591.14 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 20292.76 Day 40 No 533.16 7-30 Days G-4 16917.33 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 36209.20 Day 40 No 3149.40 <7 Days IG-3 40965.35 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Non-Financial Corporate Yes 37387.76 Day 40 No 770.02 7-30 Days IG-4 41259.01 None Yes Liberty International Finance Ltd. Wholesale Lending