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 No 24611.84 Day 48 Yes 208.80 31-90 Days A-1-Q 28081.15 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21552.64 Day 48 Yes 1542.39 31-90 Days A-2-Q 23905.93 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2560.86 Day 48 No 204.86 91-180 Days A-3-Q 2632.94 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10879.77 Day 48 Yes 1074.70 31-90 Days A-4-Q 11366.65 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36916.48 Day 48 Yes 295.15 91-180 Days A-5-Q 33642.04 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15297.43 Day 48 No 886.54 31-90 Days CB-1-Q 13006.68 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38217.24 Day 48 No 1103.14 31-90 Days CB-2-Q 36216.57 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22750.48 Day 48 No 1380.33 7-30 Days S-1-Q 18837.41 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38951.91 Day 48 Yes 2005.33 91-180 Days S-2-Q 44511.87 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25311.89 Day 48 No 637.75 31-90 Days S-3-Q 25941.32 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12942.21 Day 48 Yes 1249.28 7-30 Days S-4-Q 15437.60 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25940.78 Day 48 Yes 1250.08 91-180 Days CB-3-Q 21254.40 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30502.36 Day 48 Yes 1011.02 91-180 Days G-1-Q 35825.55 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30551.76 Day 48 Yes 2702.14 91-180 Days G-2-Q 29175.47 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8745.34 Day 48 Yes 357.25 <7 Days G-3-Q 7810.66 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21562.40 Day 48 Yes 341.55 91-180 Days S-5-Q 24266.78 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27899.53 Day 48 Yes 2169.51 31-90 Days S-6-Q 25265.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8873.66 Day 48 Yes 370.61 <7 Days S-7-Q 7794.86 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23856.75 Day 48 Yes 1826.39 31-90 Days E-1-Q 24937.64 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32714.59 Day 48 Yes 2954.08 <7 Days E-2-Q 33985.31 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12999.27 Day 48 Yes 1237.76 91-180 Days IG-1-Q 13790.64 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23184.76 Day 48 No 1433.90 31-90 Days IG-2-Q 27048.30 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40507.05 Day 48 Yes 3530.77 <7 Days C-1 48397.12 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40672.68 Day 48 Yes 1730.66 91-180 Days CB-4 35778.30 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5435.51 Day 48 No 121.14 91-180 Days E-10 5328.20 Partial Yes Liberty International Finance Ltd. Wholesale Lending