Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.15: Structured Notes

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
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 4213236307.23 180 - 270 Days No 7577694892.60 91-180 Days None 5420816196.61 Partial Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 7850844520.72 Day 43 No 8217911291.37 <7 Days Other 16122017866.71 Partial Yes IntW-8209 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 555423949.56 68 - 74 Days Yes 8448972441.99 31-90 Days Agency MBS 17021859884.20 Partial Yes IntW-4732 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 7517157039.15 Perpetual No 5055629947.20 7-30 Days Treasuries 16427474797.62 None No IntW-4179 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 5266163482.62 Day 34 Yes 9765685921.49 <7 Days Treasuries 19671458457.72 Partial Yes IntW-3372 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 3032003463.45 271 - 364 Days Yes 6354058269.56 <7 Days Agency MBS 11772674552.30 Full No IntW-9716 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 4017060053.80 Day 19 Yes 2626625117.81 <7 Days Other 13155735120.24 Partial No Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 1891733058.36 Day 44 Yes 2952217368.65 91-180 Days Corporate Bonds 8280823881.30 Partial No IntW-9325 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 6376124747.25 Day 35 Yes 9450190189.29 31-90 Days Cash 12685702020.55 None Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 7554181126.68 Day 18 No 5173729660.44 <7 Days Treasuries 17581358339.16 Partial No IntW-4898 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 2879188055.63 Day 16 No 346256344.51 31-90 Days None 19923887672.23 Full No IntW-3070 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 6709654720.30 Day 52 No 5099552123.55 91-180 Days Equities 1925518443.24 None Yes IntW-3502 Trading
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 1331336142.52 Day 29 No 6702828639.82 91-180 Days Cash 1890194787.94 None Yes IntW-4464 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 4405626675.79 Day 37 Yes 9243275017.29 91-180 Days Cash 16061091175.28 None Yes IntW-1621 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 5685240231.03 Day 46 No 7328555955.90 91-180 Days Treasuries 12576349953.75 Full No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 8999329333.74 Day 53 Yes 9768627878.49 7-30 Days Cash 18674051302.82 None No Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 7724709092.97 Day 3 Yes 2423327326.41 91-180 Days Cash 10052211882.96 Full Yes IntW-2666 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 7336000783.92 91 - 120 Days No 8973907393.19 7-30 Days Equities 12787737859.55 Partial No IntW-8693 Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes No 2751271204.06 Day 51 Yes 788577449.24 7-30 Days Corporate Bonds 16868291709.58 Full No IntW-5297 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 742615114.92 Day 11 Yes 1677124863.35 7-30 Days Equities 2264176341.38 Partial No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 507406835.43 Day 58 No 7451288685.19 91-180 Days Treasuries 7384722870.21 Partial No IntW-3058 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 6151010911.25 Day 46 Yes 7600578158.75 31-90 Days Other 63305345.70 Partial No Trading
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 8421148678.81 Day 37 Yes 2608655827.62 31-90 Days Cash 13435853699.12 None Yes Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 3240705874.28 Day 53 No 6169184637.28 91-180 Days Agency MBS 15714908961.94 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 9205916564.08 Day 24 No 9042168268.99 7-30 Days Corporate Bonds 16497743777.14 Full No IntW-6413 Wholesale Lending