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 23943.15 Day 31 No 792.85 31-90 Days Y-2 24852.01 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3631.17 Day 31 Yes 311.15 31-90 Days Y-3 3946.76 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32275.78 Day 31 No 943.32 <7 Days Y-4 32940.30 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40858.52 Day 31 No 3229.33 7-30 Days Z-1 35174.20 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16173.79 Day 31 No 994.38 7-30 Days A-2 14207.08 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39292.06 Day 31 Yes 754.12 91-180 Days A-3 35516.15 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43685.44 Day 31 No 3097.48 31-90 Days A-4 50865.34 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11345.79 Day 31 Yes 149.27 7-30 Days A-5 10985.11 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34748.41 Day 31 Yes 3143.81 31-90 Days CB-1 33790.30 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21406.19 Day 31 No 1398.20 91-180 Days CB-2 25109.12 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42863.78 Day 31 No 1519.73 7-30 Days CB-3 37508.18 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29892.36 Day 31 No 2762.87 31-90 Days E-1 31169.60 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20340.74 Day 31 Yes 478.78 <7 Days E-2 19489.19 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36930.71 Day 31 No 1311.13 91-180 Days G-1 41027.14 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12476.24 Day 31 Yes 741.69 <7 Days G-2 10880.58 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34705.69 Day 31 No 2565.04 7-30 Days G-3 28774.00 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2883.63 Day 31 No 27.22 <7 Days IG-1 2631.98 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3718.29 Day 31 Yes 157.29 31-90 Days IG-2 3080.42 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42295.31 Day 31 Yes 3227.18 91-180 Days S-1 45234.91 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9403.62 Day 31 Yes 527.95 <7 Days S-2 9093.86 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34750.18 Day 31 Yes 1974.68 <7 Days S-3 33496.77 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 43431.57 Day 31 Yes 3423.48 <7 Days S-4 46332.56 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6880.09 Day 31 No 630.68 91-180 Days S-5 7425.57 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12289.96 Day 31 No 867.28 91-180 Days S-6 14271.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8734.87 Day 31 Yes 671.85 91-180 Days S-7 9294.67 Full No Wholesale Lending