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 6789.65 Day 42 Yes 349.53 31-90 Days P-1 5571.36 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14594.86 Day 42 No 800.94 91-180 Days P-2 15095.53 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12014.49 Day 42 No 360.17 31-90 Days S-8 12987.23 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31198.43 Day 42 No 463.04 91-180 Days Y-1 31994.80 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7330.28 Day 42 No 497.93 31-90 Days Y-2 7860.70 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40741.52 Day 42 Yes 343.56 31-90 Days Y-3 46935.64 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27363.82 Day 42 No 178.87 91-180 Days Y-4 24683.55 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2062.04 Day 42 Yes 200.26 31-90 Days Z-1 1798.55 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35393.56 Day 42 No 2913.33 91-180 Days A-2 34500.31 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1699.28 Day 42 Yes 99.62 <7 Days A-3 1963.95 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18165.09 Day 42 Yes 1609.29 31-90 Days A-4 19402.14 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13125.13 Day 42 Yes 1254.57 7-30 Days A-5 12558.63 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10281.40 Day 42 Yes 8.69 31-90 Days CB-1 8305.19 Partial Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25919.24 Day 42 No 1151.65 7-30 Days CB-2 30086.02 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7002.85 Day 42 No 363.97 31-90 Days CB-3 6410.50 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33821.75 Day 42 No 1488.86 91-180 Days E-1 37021.44 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24595.28 Day 42 No 2029.88 91-180 Days E-2 22537.29 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23053.89 Day 42 No 613.59 31-90 Days G-1 19026.76 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42728.73 Day 42 No 2930.26 <7 Days G-2 34962.29 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7648.55 Day 42 No 455.16 7-30 Days G-3 7795.35 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28614.03 Day 42 No 2681.56 31-90 Days IG-1 26517.83 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35072.00 Day 42 No 1859.49 7-30 Days IG-2 33737.09 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34498.45 Day 42 Yes 3312.79 <7 Days S-1 39087.50 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29255.65 Day 42 Yes 1418.18 <7 Days S-2 28148.70 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35806.51 Day 42 No 2789.21 <7 Days S-3 30269.92 Partial No Trading