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
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10301.44 >2 Yr <= 3 Yr No 454.85 <7 Days N-6 11860.39 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9265.58 >2 Yr <= 3 Yr Yes 715.86 31-90 Days N-7 8055.93 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 40160.86 >2 Yr <= 3 Yr No 3583.03 7-30 Days P-1 48004.50 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29262.26 >2 Yr <= 3 Yr Yes 1243.13 <7 Days P-2 31984.35 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 16843.36 >2 Yr <= 3 Yr Yes 667.49 31-90 Days S-8 18490.36 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 6543.04 >2 Yr <= 3 Yr Yes 440.07 31-90 Days Y-1 6992.39 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 8260.24 >2 Yr <= 3 Yr Yes 41.74 <7 Days Y-2 7520.81 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 8052.40 >2 Yr <= 3 Yr No 701.75 7-30 Days Y-3 6520.47 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 19546.96 >2 Yr <= 3 Yr No 973.26 <7 Days Y-4 17757.80 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 12405.96 >2 Yr <= 3 Yr No 697.96 <7 Days Z-1 14203.54 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18575.23 >2 Yr <= 3 Yr No 1749.16 31-90 Days A-2 20792.24 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 3312.89 >2 Yr <= 3 Yr Yes 186.14 7-30 Days A-3 3125.87 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10485.93 >2 Yr <= 3 Yr No 425.90 <7 Days A-4 9172.79 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7685.01 >2 Yr <= 3 Yr Yes 682.12 31-90 Days A-5 8916.08 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 32596.50 >2 Yr <= 3 Yr Yes 1353.64 <7 Days CB-1 34685.77 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 22706.65 >2 Yr <= 3 Yr No 2116.93 <7 Days CB-2 24469.62 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 4168.74 >2 Yr <= 3 Yr No 257.06 31-90 Days CB-3 4588.46 None No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10236.22 >2 Yr <= 3 Yr No 896.20 91-180 Days E-1 10470.66 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 401.52 >2 Yr <= 3 Yr No 31.81 <7 Days E-2 441.87 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 25297.60 >2 Yr <= 3 Yr No 739.91 31-90 Days G-1 27203.11 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 20647.46 >2 Yr <= 3 Yr No 520.56 91-180 Days G-2 21862.21 None No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2304.89 >2 Yr <= 3 Yr No 66.94 <7 Days G-3 2345.82 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 32717.40 >2 Yr <= 3 Yr Yes 150.50 7-30 Days IG-1 33757.38 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 14784.46 >2 Yr <= 3 Yr Yes 864.32 91-180 Days IG-2 12837.31 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 27819.43 >2 Yr <= 3 Yr No 2705.41 7-30 Days S-1 29072.03 Full Yes Liberty Mortgage Services Corp. Investment Banking