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 2475.40 Day 3 Yes 210.26 <7 Days N-4 2158.61 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13914.29 Day 3 No 1198.35 91-180 Days N-5 12451.16 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12456.59 Day 3 No 1161.49 7-30 Days N-6 11213.43 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23791.78 Day 3 Yes 2141.99 <7 Days N-7 27019.94 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7838.48 Day 3 Yes 271.20 7-30 Days P-1 7186.95 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42656.97 Day 3 No 419.98 31-90 Days P-2 37073.93 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5257.28 Day 3 Yes 163.66 31-90 Days S-8 5508.75 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36090.97 Day 3 Yes 2478.35 91-180 Days Y-1 42822.08 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38757.55 Day 3 No 3438.93 91-180 Days Y-2 35740.04 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4094.60 Day 3 No 18.83 31-90 Days Y-3 4455.42 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20324.25 Day 3 Yes 57.22 31-90 Days Y-4 16915.20 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5971.70 Day 3 Yes 329.07 31-90 Days Z-1 5846.26 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3725.38 Day 3 Yes 343.13 7-30 Days A-2 3440.05 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35331.83 Day 3 No 3287.64 7-30 Days A-3 37833.39 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 221.62 Day 3 No 18.20 <7 Days A-4 252.48 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16815.02 Day 3 Yes 1120.30 91-180 Days A-5 13968.57 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14521.89 Day 3 No 948.87 7-30 Days CB-1 14542.95 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15007.56 Day 3 No 1199.22 <7 Days CB-2 16633.15 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 17194.50 Day 3 Yes 1551.01 <7 Days CB-3 18731.64 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7331.22 Day 3 No 628.78 91-180 Days E-1 7653.96 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13760.07 Day 3 No 1051.23 91-180 Days E-2 16245.92 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32663.96 Day 3 No 3213.48 7-30 Days G-1 30377.59 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9774.10 Day 3 No 249.97 91-180 Days G-2 10920.35 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35736.22 Day 3 No 3330.82 <7 Days G-3 29927.96 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12659.72 Day 3 No 427.96 31-90 Days IG-1 14025.30 None Yes Liberty Wealth Management LLC Trading