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
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 15717.62 >= 1 Yr <= 2 Yr Yes 508.22 7-30 Days L-6 15228.62 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4288.09 >= 1 Yr <= 2 Yr Yes 23.32 7-30 Days L-7 4499.74 Full Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 22663.57 >= 1 Yr <= 2 Yr Yes 2105.06 91-180 Days L-8 18938.20 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 8796.98 >= 1 Yr <= 2 Yr Yes 7.04 <7 Days L-9 8015.98 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 11425.36 >= 1 Yr <= 2 Yr Yes 583.26 <7 Days LC-1 13647.51 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38770.53 >= 1 Yr <= 2 Yr Yes 491.54 7-30 Days LC-2 45495.51 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18624.51 >= 1 Yr <= 2 Yr No 567.64 31-90 Days N-1 21633.66 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 35617.91 >= 1 Yr <= 2 Yr Yes 649.89 31-90 Days N-2 36096.29 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 13778.27 >= 1 Yr <= 2 Yr Yes 1080.13 7-30 Days N-3 13900.84 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30166.50 >= 1 Yr <= 2 Yr Yes 2426.24 <7 Days N-4 24334.84 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30644.31 >= 1 Yr <= 2 Yr No 2320.98 91-180 Days N-5 31309.94 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 38524.59 >= 1 Yr <= 2 Yr Yes 2712.25 <7 Days N-6 36368.27 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 12716.27 >= 1 Yr <= 2 Yr Yes 172.62 31-90 Days N-7 11376.17 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 20208.53 >= 1 Yr <= 2 Yr No 1214.00 7-30 Days P-1 22987.12 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 39904.02 >= 1 Yr <= 2 Yr No 3570.01 7-30 Days P-2 39059.41 Partial No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 25817.56 >= 1 Yr <= 2 Yr No 1519.92 91-180 Days S-8 25784.65 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 17039.83 >= 1 Yr <= 2 Yr Yes 1630.03 31-90 Days Y-1 14855.93 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 43370.52 >= 1 Yr <= 2 Yr No 534.04 91-180 Days Y-2 35784.70 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 22728.14 >= 1 Yr <= 2 Yr No 1919.92 31-90 Days Y-3 24314.11 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11256.61 >= 1 Yr <= 2 Yr Yes 395.19 <7 Days Y-4 12881.24 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 36725.50 >= 1 Yr <= 2 Yr Yes 1308.03 7-30 Days Z-1 36693.16 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 38350.66 >= 1 Yr <= 2 Yr Yes 413.14 91-180 Days A-2 44805.39 Full No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 15965.94 >= 1 Yr <= 2 Yr Yes 118.82 <7 Days A-3 18401.56 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 35349.26 >= 1 Yr <= 2 Yr Yes 2801.78 91-180 Days A-4 29912.69 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 44052.18 >= 1 Yr <= 2 Yr Yes 4257.50 <7 Days A-5 45108.09 Full No Investment Banking