Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 23133.80 Day 60 No 1506.59 7-30 Days N-6 20821.28 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27505.05 Day 60 No 874.25 91-180 Days N-7 23481.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38555.11 Day 60 No 2456.06 <7 Days P-1 34182.98 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13181.44 Day 60 Yes 1237.63 31-90 Days P-2 12804.09 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24661.05 Day 60 Yes 683.80 91-180 Days S-8 21123.31 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10087.57 Day 60 Yes 860.97 7-30 Days Y-1 10057.64 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34382.71 Day 60 No 356.54 <7 Days Y-2 34669.49 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22760.35 Day 60 No 1299.16 91-180 Days Y-3 21750.80 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38876.91 Day 60 No 1590.26 7-30 Days Y-4 34071.17 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2608.83 Day 60 No 150.20 91-180 Days Z-1 2972.96 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12654.60 Day 60 No 142.17 <7 Days A-2 11400.02 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6547.90 Day 60 No 110.45 7-30 Days A-3 7728.76 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21340.20 Day 60 Yes 1022.03 <7 Days A-4 21825.97 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22834.01 Day 60 No 1818.68 31-90 Days A-5 25208.54 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37262.22 Day 60 No 726.49 91-180 Days CB-1 31628.66 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28220.37 Day 60 No 2482.46 <7 Days CB-2 33301.69 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22015.33 Day 60 No 1491.72 <7 Days CB-3 23436.87 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38904.15 Day 60 No 898.55 31-90 Days E-1 42132.79 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16288.20 Day 60 No 1189.83 7-30 Days E-2 19429.15 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 131.79 Day 60 No 2.62 31-90 Days G-1 126.35 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3411.92 Day 60 Yes 0.09 31-90 Days G-2 3582.94 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42039.58 Day 60 No 945.00 31-90 Days G-3 41007.22 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20236.35 Day 60 Yes 577.61 91-180 Days IG-1 19316.23 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14806.16 Day 60 Yes 1337.91 7-30 Days IG-2 17123.47 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10497.51 Day 60 Yes 958.28 7-30 Days S-1 11854.75 Partial Yes Liberty International Finance Ltd. Treasury