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 Mortgage Services Corp. O.W.15 Structured Notes Yes 1653888572.72 Day 14 Yes 2055850639.66 31-90 Days Treasuries 10698469881.61 Partial Yes IntW-1580 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 3356515124.40 Day 32 Yes 8469172964.07 31-90 Days Equities 8196170950.39 None Yes Capital Markets
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 3637476546.54 Day 37 No 2757092773.79 7-30 Days None 14889644805.02 Partial Yes Investment Banking
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 3864986576.43 Day 56 No 8518327707.30 <7 Days Treasuries 5522947888.59 Full Yes IntW-3089 Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 5346901757.71 Day 27 No 9041709180.08 31-90 Days Treasuries 10108089513.79 Full No Trading
2025-09-09 Liberty National Bank O.W.15 Structured Notes Yes 7137128180.51 Day 4 No 218309601.64 7-30 Days None 3772010271.87 None No IntW-4343 Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 1044028534.59 Day 43 Yes 4136816964.89 91-180 Days Other 14133355118.53 Partial No Investment Banking
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 2610610548.81 Day 25 Yes 5958100187.43 31-90 Days Cash 11067446925.74 Partial Yes IntW-9193 Trading
2025-09-09 Liberty National Bank O.W.15 Structured Notes No 5549286022.87 Day 27 Yes 2268447628.93 <7 Days Cash 7336788755.08 None Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 2376734872.94 Day 53 Yes 459238576.34 91-180 Days Cash 14421274526.25 Full No IntW-7248 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes No 3416627211.69 Day 46 Yes 6785098680.06 7-30 Days Equities 8032015621.77 None Yes IntW-4308 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 6088909565.46 151 - 179 Days Yes 7139233353.01 <7 Days Cash 9749173572.54 None No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes Yes 2588376660.05 >4 Yr <= 5 Yr No 1731607547.67 91-180 Days None 10159140972.79 None No Treasury
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 7469893508.69 >2 Yr <= 3 Yr Yes 6173174521.89 <7 Days Other 5690722441.83 Partial Yes IntW-8124 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 4732377599.14 Day 1 Yes 171464270.81 7-30 Days Equities 2427246750.25 Partial Yes IntW-2112 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 7412883636.61 Day 1 No 7163875686.61 31-90 Days Treasuries 14256724875.27 Partial No IntW-6745 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes Yes 5825741539.26 Day 30 Yes 996007839.61 7-30 Days None 3302981029.78 Partial No Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 629552899.41 Day 59 No 626971047.69 7-30 Days Other 15240514063.03 Full Yes IntW-4819 Investment Banking
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 1158593230.42 Day 39 No 8300512871.59 91-180 Days Cash 790378915.09 Partial Yes IntW-5157 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.W.15 Structured Notes Yes 5904741383.27 Day 16 Yes 9483981351.74 <7 Days None 19814530498.69 Full No IntW-9205 Trading
2025-09-09 Liberty Capital Markets Inc. O.W.15 Structured Notes No 3487233126.64 Day 30 No 4277010299.50 <7 Days Other 9651927950.61 None Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes Yes 398582604.30 Day 10 Yes 7600969037.06 91-180 Days Cash 10601152873.58 Full Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.W.15 Structured Notes No 1075842227.92 68 - 74 Days Yes 5023062302.16 31-90 Days Equities 8979563869.08 Full No Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 674933413.14 Day 60 Yes 3414541561.80 91-180 Days Other 16491425617.04 Full Yes IntW-8696 Treasury
2025-09-09 Liberty International Finance Ltd. O.W.15 Structured Notes No 4298727344.96 Day 53 No 3629553592.14 <7 Days Equities 12050060108.83 Partial Yes IntW-5440 Trading