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 8089318974.79 Day 40 No 6742003320.72 7-30 Days Agency MBS 15298379334.76 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 2574413498.38 Day 42 Yes 1362751699.04 7-30 Days Other 12304643828.75 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 9890270760.96 >3 Yr <= 4 Yr No 1836081259.38 31-90 Days Corporate Bonds 2419272615.79 Partial No IntW-8087 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 3588090113.54 >4 Yr <= 5 Yr No 173933106.10 <7 Days Corporate Bonds 6350095837.43 Partial No IntW-9573 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 3277059879.31 Open Yes 9878719170.22 7-30 Days Treasuries 3096608043.70 Full No IntW-1907 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 195138470.00 Day 21 No 6272206860.77 7-30 Days Cash 12084463476.92 Full Yes IntW-1401 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 921514583.92 Day 35 No 1779185803.40 31-90 Days Cash 14034674581.09 Partial Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 2753214095.90 61 - 67 Days Yes 5548426811.85 <7 Days Other 10517598383.80 Full Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 3893111970.75 75 - 82 Days Yes 8437105242.54 <7 Days Treasuries 15238796453.29 None Yes IntW-6049 Trading
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 2726626883.48 83 - 90 Days Yes 3075004811.39 <7 Days Equities 13065606465.70 Full Yes IntW-5601 Trading
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes No 267318824.40 Day 16 No 5843974908.42 31-90 Days Agency MBS 16654746818.75 Partial Yes IntW-6063 Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 1133993085.21 Day 59 Yes 3434018942.14 7-30 Days Other 18924682990.64 Partial No Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 5526005988.55 Day 57 Yes 3677973397.88 <7 Days Other 5117347745.13 None No IntW-9905 Wholesale Lending
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 9801971208.94 Day 33 No 6987625171.61 7-30 Days Other 19356401505.21 Full No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 6929038863.77 Day 1 No 6608421097.34 7-30 Days Corporate Bonds 10896107544.14 None No Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 7022746597.03 Day 36 No 1756994908.48 91-180 Days Cash 12236047435.58 Full Yes IntW-6325 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 7438662282.36 Day 20 No 1403984029.04 91-180 Days Equities 8782954936.55 Full Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 8830086763.15 Day 33 Yes 3473129383.50 7-30 Days Agency MBS 13083087223.74 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 383175202.66 Day 41 Yes 8315283919.59 31-90 Days Cash 2445977995.77 None No Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 9750116505.90 Day 6 Yes 8963700894.45 <7 Days Other 1795522820.22 Full No IntW-2779 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 445532526.56 Open Yes 5226143312.54 31-90 Days Equities 10427176941.73 Partial No IntW-2082 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 2019806365.41 151 - 179 Days No 1384531742.03 91-180 Days Cash 7465400930.16 Full No IntW-5338 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 2889241361.03 Day 7 Yes 9539980509.00 91-180 Days Treasuries 622691918.46 Full No Investment Banking
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 288639178.64 Day 52 Yes 307308723.92 91-180 Days Cash 13915814941.06 Partial Yes IntW-7927 Capital Markets
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 3996203920.83 Day 45 No 1452968270.84 <7 Days Equities 15513289159.64 Partial No IntW-9143 Investment Banking