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
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42281.67 Day 1 No 0.09 <7 Days IG-3 38611.06 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36161.69 Day 1 No 697.88 91-180 Days IG-4 29825.05 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36117.61 Day 1 No 2440.73 31-90 Days IG-5 38515.27 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38308.95 Day 1 No 3774.22 <7 Days IG-6 36410.20 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15473.85 Day 1 Yes 595.03 <7 Days IG-7 16164.06 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25597.26 Day 1 Yes 144.26 <7 Days IG-8 21519.85 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10687.28 Day 1 No 637.99 91-180 Days L-1 11629.33 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6.54 Day 1 No 0.03 7-30 Days L-10 6.90 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 242.12 Day 1 Yes 16.52 <7 Days L-11 257.73 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2389.91 Day 1 No 57.07 <7 Days L-2 2612.24 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13632.48 Day 1 No 204.92 91-180 Days L-3 14211.69 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8189.90 Day 1 Yes 494.78 <7 Days L-4 9335.80 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8500.28 Day 1 Yes 592.14 7-30 Days L-5 8501.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22302.96 Day 1 Yes 1962.10 7-30 Days L-6 22989.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14752.38 Day 1 Yes 1388.41 7-30 Days L-7 17097.16 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20351.42 Day 1 No 59.13 7-30 Days L-8 19866.03 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8178.51 Day 1 Yes 266.39 31-90 Days L-9 7090.97 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20726.56 Day 1 No 1436.18 91-180 Days LC-1 18124.16 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32124.67 Day 1 Yes 389.59 31-90 Days LC-2 32192.49 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4223.39 Day 1 Yes 357.14 31-90 Days N-1 4182.09 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5115.68 Day 1 No 17.72 31-90 Days N-2 6052.05 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9889.45 Day 1 No 810.88 7-30 Days N-3 11667.48 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14258.62 Day 1 Yes 805.41 <7 Days N-4 14045.77 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42468.52 Day 1 Yes 1401.00 91-180 Days N-5 37281.02 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21935.09 Day 1 Yes 1316.79 7-30 Days N-6 19112.30 Full No Capital Markets