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 33948.86 151 - 179 Days No 1.51 91-180 Days P-1 28794.44 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3351.57 151 - 179 Days No 17.79 91-180 Days P-2 3427.87 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5996.81 151 - 179 Days Yes 281.33 <7 Days S-8 6904.16 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3080.32 151 - 179 Days No 6.20 31-90 Days Y-1 2985.69 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25553.07 151 - 179 Days Yes 248.85 <7 Days Y-2 28617.47 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34880.64 151 - 179 Days Yes 384.90 91-180 Days Y-3 32961.61 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 733.65 151 - 179 Days No 42.07 7-30 Days Y-4 834.10 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26237.90 151 - 179 Days Yes 31.12 91-180 Days Z-1 22658.85 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 8726.60 151 - 179 Days Yes 857.44 31-90 Days A-2 7470.60 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15118.83 151 - 179 Days Yes 1185.70 7-30 Days A-3 13222.59 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8883.33 151 - 179 Days Yes 840.07 31-90 Days A-4 9589.46 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39729.58 151 - 179 Days No 3830.14 31-90 Days A-5 36511.69 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14271.25 151 - 179 Days Yes 349.20 7-30 Days CB-1 13089.16 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32812.67 151 - 179 Days Yes 215.06 <7 Days CB-2 38110.58 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14776.21 151 - 179 Days No 445.09 <7 Days CB-3 16013.29 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22938.14 151 - 179 Days Yes 776.21 7-30 Days E-1 22152.53 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10524.86 151 - 179 Days No 254.73 31-90 Days E-2 11760.26 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5291.62 151 - 179 Days No 502.86 31-90 Days G-1 5482.00 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28490.72 151 - 179 Days Yes 1371.58 7-30 Days G-2 29661.57 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39828.05 151 - 179 Days No 3586.87 91-180 Days G-3 36150.04 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10998.11 151 - 179 Days No 163.74 91-180 Days IG-1 10917.82 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23710.91 151 - 179 Days Yes 1763.78 91-180 Days IG-2 22597.91 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41600.47 151 - 179 Days No 2490.80 91-180 Days S-1 49703.78 None Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30428.54 151 - 179 Days No 297.95 7-30 Days S-2 30607.04 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42200.48 151 - 179 Days Yes 1608.93 <7 Days S-3 46658.86 Partial No Wholesale Lending