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 28094.22 >3 Yr <= 4 Yr Yes 1064.64 31-90 Days E-1-Q 26173.36 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 42480.90 >3 Yr <= 4 Yr Yes 2030.90 7-30 Days E-2-Q 46537.23 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 41599.25 >3 Yr <= 4 Yr Yes 2930.78 7-30 Days IG-1-Q 39760.47 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 32912.61 >3 Yr <= 4 Yr Yes 2485.98 31-90 Days IG-2-Q 37528.19 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 32273.25 >3 Yr <= 4 Yr No 2021.39 <7 Days C-1 38066.04 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 27398.88 >3 Yr <= 4 Yr Yes 971.04 91-180 Days CB-4 28084.96 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 40225.83 >3 Yr <= 4 Yr No 282.05 91-180 Days E-10 38503.23 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 42931.85 >3 Yr <= 4 Yr No 4198.91 31-90 Days E-3 43274.74 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 37286.08 >3 Yr <= 4 Yr No 2218.11 91-180 Days E-4 39170.44 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 5238.71 >3 Yr <= 4 Yr Yes 60.79 <7 Days E-5 5229.10 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 11103.66 >3 Yr <= 4 Yr No 311.73 31-90 Days E-6 12975.90 None Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 5401.59 >3 Yr <= 4 Yr Yes 391.22 91-180 Days E-7 5738.52 Partial Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 35467.09 >3 Yr <= 4 Yr No 1406.30 7-30 Days E-8 34789.10 None No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 31088.01 >3 Yr <= 4 Yr No 2880.19 7-30 Days E-9 27310.28 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 22857.89 >3 Yr <= 4 Yr No 2113.38 7-30 Days G-4 20657.86 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 15818.37 >3 Yr <= 4 Yr Yes 1213.69 <7 Days IG-3 13848.23 Full Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 1874.59 >3 Yr <= 4 Yr Yes 27.92 7-30 Days IG-4 1522.13 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2361.53 >3 Yr <= 4 Yr No 159.68 <7 Days IG-5 2645.33 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 12364.73 >3 Yr <= 4 Yr Yes 259.51 91-180 Days IG-6 13562.58 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 18591.71 >3 Yr <= 4 Yr Yes 1356.53 7-30 Days IG-7 16366.50 Partial No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 32860.42 >3 Yr <= 4 Yr Yes 3187.96 31-90 Days IG-8 31340.98 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 21299.74 >3 Yr <= 4 Yr Yes 1479.17 31-90 Days L-1 21864.85 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 26887.66 >3 Yr <= 4 Yr No 176.77 7-30 Days L-10 24072.27 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 18723.70 >3 Yr <= 4 Yr No 777.48 31-90 Days L-11 15235.73 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 43998.22 >3 Yr <= 4 Yr No 1541.25 31-90 Days L-2 40355.15 Partial Yes Liberty Capital Markets Inc. Investment Banking