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 36626.05 Day 58 Yes 181.92 31-90 Days P-2 33178.90 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15147.79 Day 58 Yes 1165.98 31-90 Days S-8 15664.67 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4214.76 Day 58 No 131.57 <7 Days Y-1 4725.69 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15677.40 Day 58 Yes 1304.92 91-180 Days Y-2 18382.08 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35068.45 Day 58 Yes 3316.14 31-90 Days Y-3 38126.46 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19550.40 Day 58 No 490.10 <7 Days Y-4 19497.11 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23924.60 Day 58 No 1876.73 7-30 Days Z-1 23839.20 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37058.87 Day 58 No 381.19 7-30 Days A-2 29703.63 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8334.44 Day 58 Yes 815.66 91-180 Days A-3 8519.78 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31847.36 Day 58 Yes 152.25 <7 Days A-4 36225.50 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19234.73 Day 58 No 264.70 31-90 Days A-5 19410.81 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8497.12 Day 58 No 576.87 <7 Days CB-1 9139.69 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12431.84 Day 58 Yes 1074.72 91-180 Days CB-2 13406.33 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13007.55 Day 58 No 850.25 <7 Days CB-3 11470.45 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10054.07 Day 58 Yes 679.77 31-90 Days E-1 8400.50 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42106.15 Day 58 Yes 142.76 91-180 Days E-2 46942.29 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6337.90 Day 58 No 180.74 7-30 Days G-1 5600.52 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42371.71 Day 58 No 116.51 <7 Days G-2 38697.62 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11691.22 Day 58 Yes 234.98 7-30 Days G-3 9558.39 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39037.82 Day 58 Yes 946.59 <7 Days IG-1 37025.96 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2466.06 Day 58 No 152.29 31-90 Days IG-2 2720.65 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7140.33 Day 58 Yes 188.71 7-30 Days S-1 7920.89 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7269.10 Day 58 Yes 523.29 31-90 Days S-2 7219.20 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12839.78 Day 58 Yes 674.37 7-30 Days S-3 12050.49 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16186.33 Day 58 Yes 718.75 91-180 Days S-4 17937.31 Full Yes Liberty Mortgage Services Corp. Treasury