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 13857.92 Day 20 No 535.27 7-30 Days LC-2 13749.01 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 33521.72 Day 20 Yes 2002.47 31-90 Days N-1 36696.56 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29335.04 Day 20 No 382.60 <7 Days N-2 33237.31 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 37808.59 Day 20 No 66.57 <7 Days N-3 42126.59 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 31966.95 Day 20 No 2051.76 <7 Days N-4 26598.88 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 41002.22 Day 20 No 871.21 91-180 Days N-5 45119.32 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18010.74 Day 20 No 1139.95 31-90 Days N-6 16194.56 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 5469.55 Day 20 Yes 32.55 31-90 Days N-7 5587.02 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 1350.64 Day 20 Yes 124.77 <7 Days P-1 1412.84 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36450.38 Day 20 Yes 1021.22 7-30 Days P-2 36211.43 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 15705.93 Day 20 Yes 1451.65 7-30 Days S-8 17677.45 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20924.73 Day 20 Yes 890.10 91-180 Days Y-1 24109.28 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32317.69 Day 20 Yes 1007.51 7-30 Days Y-2 30271.21 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 25086.73 Day 20 No 26.21 31-90 Days Y-3 24224.28 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39605.95 Day 20 No 3309.11 31-90 Days Y-4 40427.59 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 32122.28 Day 20 Yes 1769.58 91-180 Days Z-1 30812.89 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30922.55 Day 20 No 1840.86 31-90 Days A-2 28101.85 Partial No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 14481.90 Day 20 Yes 1323.80 31-90 Days A-3 16988.06 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 30400.65 Day 20 Yes 2037.53 31-90 Days A-4 30638.42 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 11144.30 Day 20 No 627.03 <7 Days A-5 11750.77 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 39710.23 Day 20 Yes 2232.26 91-180 Days CB-1 35515.89 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 12584.32 Day 20 Yes 817.13 7-30 Days CB-2 10237.64 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 28545.00 Day 20 No 1933.03 7-30 Days CB-3 30658.02 Full No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 42492.31 Day 20 No 2739.13 31-90 Days E-1 38307.64 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 21421.79 Day 20 No 1749.93 7-30 Days E-2 24498.75 Full No Investment Banking