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 16784.56 Day 58 No 41.02 7-30 Days S-5 18341.98 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12839.14 Day 58 Yes 1176.35 <7 Days S-6 14484.09 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27503.72 Day 58 No 2696.47 91-180 Days S-7 27425.43 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35646.93 Day 59 Yes 814.75 31-90 Days A-0-Q 40526.24 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9549.91 Day 59 Yes 670.70 <7 Days A-1-Q 10882.52 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35808.18 Day 59 Yes 2037.14 91-180 Days A-2-Q 37845.69 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24739.09 Day 59 No 836.62 7-30 Days A-3-Q 28437.41 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24986.43 Day 59 No 1985.91 7-30 Days A-4-Q 20802.81 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2294.17 Day 59 No 133.03 31-90 Days A-5-Q 2494.33 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9042.07 Day 59 Yes 328.37 <7 Days CB-1-Q 8914.32 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11694.94 Day 59 Yes 623.80 31-90 Days CB-2-Q 11876.56 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8365.78 Day 59 Yes 157.47 91-180 Days S-1-Q 9816.75 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9768.08 Day 59 Yes 246.57 7-30 Days S-2-Q 10545.50 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36618.41 Day 59 Yes 3661.59 <7 Days S-3-Q 43436.84 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12970.32 Day 59 No 189.48 91-180 Days S-4-Q 13503.27 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2657.02 Day 59 No 186.56 <7 Days CB-3-Q 2619.67 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23796.51 Day 59 No 1886.95 31-90 Days G-1-Q 20754.41 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6603.77 Day 59 Yes 318.75 31-90 Days G-2-Q 5592.86 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41270.24 Day 59 No 3175.42 91-180 Days G-3-Q 43667.04 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1.30 Day 59 No 0.01 31-90 Days S-5-Q 1.31 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18778.20 Day 59 Yes 286.08 7-30 Days S-6-Q 16282.57 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19463.36 Day 59 Yes 1755.91 7-30 Days S-7-Q 15859.45 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25476.22 Day 59 Yes 781.66 91-180 Days E-1-Q 25998.64 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2576.75 Day 59 No 72.82 <7 Days E-2-Q 2942.07 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31924.42 Day 59 No 2852.03 <7 Days IG-1-Q 30541.02 Partial Yes Liberty Mortgage Services Corp. Investment Banking