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 Capital Markets Inc. O.W.15 Structured Notes No 9999554415.12 Day 7 Yes 2234084533.06 7-30 Days Cash 5843612213.16 Full No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 4610106443.04 Day 34 Yes 4113562733.24 91-180 Days Cash 19852989999.70 Full Yes IntW-2250 Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 3445416671.27 180 - 270 Days Yes 5165761862.30 91-180 Days Equities 6203760827.07 Partial Yes IntW-2185 Capital Markets
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 2350196965.63 Day 9 No 9049572215.25 31-90 Days Treasuries 10365484305.41 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 2401907545.55 Day 17 No 1232672040.53 31-90 Days Treasuries 16237211131.74 Full No IntW-3222 Wholesale Lending
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 1233685179.56 Day 19 Yes 1709370828.35 91-180 Days Cash 15211426132.55 Full No Investment Banking
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 1944366075.66 Day 42 No 3853796454.32 31-90 Days Equities 10276588428.15 Full Yes Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 2710526847.39 >= 1 Yr <= 2 Yr No 8066532728.17 31-90 Days None 4763193083.72 None Yes IntW-5813 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 7945936318.14 Day 24 Yes 666735508.29 91-180 Days Cash 10630435080.78 Full No IntW-1036 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 2205914192.02 180 - 270 Days No 2914385926.24 <7 Days Corporate Bonds 9662240849.91 Partial No IntW-2840 Capital Markets
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes No 1932664767.87 121 - 150 Days No 1815739558.90 91-180 Days Cash 11198252957.79 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 9093405280.48 Day 34 No 4376857757.49 31-90 Days Other 18193525497.73 None Yes IntW-6351 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 5912182807.37 >5 Yr Yes 3843588736.66 <7 Days Agency MBS 8847889997.46 Partial No Investment Banking
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 7263768476.99 Day 26 Yes 8741493713.54 <7 Days Treasuries 16349850631.28 Full No IntW-1857 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 1286321914.62 Open No 6640631643.19 7-30 Days None 10653667785.37 Partial Yes Trading
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 1792705674.52 Day 54 Yes 2114625224.03 91-180 Days Cash 1509612178.42 Full Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 5726377025.94 >2 Yr <= 3 Yr Yes 716712242.13 <7 Days Equities 4164397073.35 Partial Yes IntW-6595 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 2903089449.73 Day 57 No 9410159649.01 7-30 Days None 9750130806.14 Partial No IntW-7081 Wholesale Lending
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 6259451880.49 151 - 179 Days No 3720069986.12 91-180 Days Treasuries 4896237307.17 Partial No IntW-1261 Treasury
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 9484651272.38 Day 53 Yes 4976091332.07 7-30 Days Equities 12008548185.34 Partial Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 318749691.61 Day 10 No 5392611762.47 91-180 Days Other 18172181526.59 None Yes IntW-9262 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 7136106542.48 Day 3 No 6348612307.54 <7 Days Corporate Bonds 9994219.63 Full Yes Investment Banking
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 2084260188.93 Day 22 No 2259226264.59 31-90 Days Other 5505516784.27 Full No IntW-7886 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 9388573821.17 75 - 82 Days No 5792370124.56 31-90 Days Equities 10551772280.23 None No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.W.15 Structured Notes Yes 3050360469.76 Day 44 No 9393025061.20 31-90 Days Treasuries 7068547054.43 Full Yes IntW-5554 Capital Markets