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 23047.20 Day 41 No 378.23 <7 Days CB-4 21125.43 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39786.83 Day 41 Yes 1672.10 31-90 Days E-10 42987.57 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3514.56 Day 41 Yes 13.49 7-30 Days E-3 3764.47 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33383.50 Day 41 Yes 662.08 31-90 Days E-4 33433.64 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 695.86 Day 41 Yes 5.75 <7 Days E-5 583.05 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2213.95 Day 41 No 209.54 7-30 Days E-6 1809.16 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6215.92 Day 41 Yes 186.68 <7 Days E-7 5248.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5978.68 Day 41 Yes 139.88 <7 Days E-8 5850.46 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43256.92 Day 41 Yes 252.83 <7 Days E-9 51360.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31956.89 Day 41 No 1287.49 91-180 Days G-4 38275.44 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16604.35 Day 41 No 1310.46 7-30 Days IG-3 19252.76 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6649.63 Day 41 No 581.23 31-90 Days IG-4 5776.13 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21098.72 Day 41 No 644.51 91-180 Days IG-5 21326.38 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18591.43 Day 41 No 39.50 91-180 Days IG-6 18147.98 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3675.75 Day 41 Yes 262.76 7-30 Days IG-7 4349.54 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 738.02 Day 41 Yes 59.75 31-90 Days IG-8 723.45 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8109.89 Day 41 No 9.47 31-90 Days L-1 6860.81 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35542.27 Day 41 Yes 3454.95 91-180 Days L-10 37718.90 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28635.18 Day 41 Yes 1074.61 7-30 Days L-11 28053.74 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43080.42 Day 41 No 737.32 <7 Days L-2 50981.58 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19144.53 Day 41 Yes 1823.49 91-180 Days L-3 19814.49 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13899.17 Day 41 Yes 1295.53 31-90 Days L-4 11928.00 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9366.10 Day 41 No 262.69 31-90 Days L-5 9944.20 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21886.80 Day 41 No 621.44 31-90 Days L-6 21139.37 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21941.65 Day 41 No 991.98 91-180 Days L-7 18327.32 Full No Treasury