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 33669.01 Day 40 No 373.43 <7 Days Y-1 36602.56 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17980.76 Day 40 Yes 887.45 <7 Days Y-2 20110.59 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31609.93 Day 40 No 962.54 31-90 Days Y-3 34570.29 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22270.11 Day 40 No 2107.27 31-90 Days Y-4 19767.52 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34941.06 Day 40 Yes 1291.41 <7 Days Z-1 35367.20 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40453.50 Day 40 Yes 170.44 <7 Days A-2 38918.76 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4337.10 Day 40 No 255.38 <7 Days A-3 4149.01 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24809.95 Day 40 No 2364.89 <7 Days A-4 29377.88 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25982.46 Day 40 Yes 565.88 <7 Days A-5 26355.97 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39821.05 Day 40 Yes 3889.43 31-90 Days CB-1 47379.27 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28047.03 Day 40 No 543.58 <7 Days CB-2 31167.68 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19915.25 Day 40 No 1614.69 91-180 Days CB-3 19523.99 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1736.83 Day 40 Yes 95.00 91-180 Days E-1 1884.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10051.80 Day 40 No 659.14 31-90 Days E-2 9580.83 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13773.16 Day 40 Yes 130.49 7-30 Days G-1 11468.30 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14408.21 Day 40 Yes 741.33 31-90 Days G-2 13938.65 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22164.28 Day 40 No 516.62 7-30 Days G-3 19954.83 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19806.57 Day 40 Yes 1185.37 91-180 Days IG-1 23693.26 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1454.42 Day 40 No 141.19 7-30 Days IG-2 1268.10 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25937.60 Day 40 Yes 386.02 <7 Days S-1 30528.39 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38279.90 Day 40 Yes 2932.02 31-90 Days S-2 44017.05 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23492.26 Day 40 Yes 726.99 31-90 Days S-3 21010.61 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41085.31 Day 40 Yes 1872.02 31-90 Days S-4 42396.17 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8505.45 Day 40 Yes 702.46 91-180 Days S-5 7256.73 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22810.70 Day 40 No 1269.51 <7 Days S-6 23292.84 Partial Yes Liberty International Finance Ltd. Treasury