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 26820.20 Day 39 Yes 486.04 <7 Days IG-5 31698.97 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 18685.44 Day 39 Yes 841.47 31-90 Days IG-6 21952.83 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 26031.86 Day 39 Yes 862.79 31-90 Days IG-7 26326.49 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 16978.32 Day 39 Yes 1607.45 <7 Days IG-8 15346.88 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 8892.69 Day 39 Yes 458.72 7-30 Days L-1 9286.31 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 24337.85 Day 39 Yes 959.46 31-90 Days L-10 25924.30 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 4210.18 Day 39 No 399.92 7-30 Days L-11 3748.10 None No Trading
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 23061.38 Day 39 No 2263.48 <7 Days L-2 19158.13 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 44069.02 Day 39 No 3803.92 91-180 Days L-3 39589.54 Full No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 13479.36 Day 39 Yes 742.66 <7 Days L-4 14008.56 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43340.52 Day 39 No 2176.69 31-90 Days L-5 43173.70 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 29733.03 Day 39 No 2855.74 <7 Days L-6 35057.92 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 21541.35 Day 39 Yes 1951.73 <7 Days L-7 23798.08 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 4216.54 Day 39 Yes 85.73 31-90 Days L-8 4853.20 None No Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 36128.24 Day 39 No 1238.65 91-180 Days L-9 41345.84 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 2649.08 Day 39 Yes 40.68 7-30 Days LC-1 2272.75 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 19717.03 Day 39 Yes 568.80 7-30 Days LC-2 19939.88 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 19648.89 Day 39 No 1766.04 31-90 Days N-1 18759.38 None No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7858.52 Day 39 No 511.60 <7 Days N-2 8548.48 None No Investment Banking
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 35939.32 Day 39 No 489.64 31-90 Days N-3 40073.05 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 20889.40 Day 39 Yes 184.90 91-180 Days N-4 23684.04 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 7292.17 Day 39 No 390.29 31-90 Days N-5 6276.52 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign Yes 24206.03 Day 39 Yes 1764.23 91-180 Days N-6 22728.27 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 18333.08 Day 39 No 1354.72 91-180 Days N-7 18422.28 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.5 Covered Bonds Sovereign No 43035.98 Day 39 Yes 424.11 7-30 Days P-1 45837.84 Full Yes Liberty Capital Markets Inc. Trading