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 22948.72 Day 5 Yes 812.09 <7 Days E-5 20535.79 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22240.70 Day 5 Yes 1614.96 31-90 Days E-6 18099.96 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25323.17 Day 5 Yes 1240.97 7-30 Days E-7 29157.09 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19569.14 Day 5 Yes 1057.83 7-30 Days E-8 17992.75 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28193.63 Day 5 Yes 479.34 7-30 Days E-9 29205.89 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33103.05 Day 5 No 944.45 7-30 Days G-4 39318.05 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34600.46 Day 5 Yes 880.74 <7 Days IG-3 36707.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26630.80 Day 5 No 1204.31 91-180 Days IG-4 27953.03 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16058.89 Day 5 Yes 1181.66 <7 Days IG-5 15122.22 Full Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4852.34 Day 5 No 99.76 7-30 Days IG-6 4080.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22263.10 Day 5 Yes 478.85 7-30 Days IG-7 24621.68 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 390.87 Day 5 No 27.78 <7 Days IG-8 433.88 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 33403.58 Day 5 No 3237.34 <7 Days L-1 34499.00 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18387.77 Day 5 Yes 237.36 7-30 Days L-10 19016.06 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29478.19 Day 5 Yes 2693.38 91-180 Days L-11 26350.54 None Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 37463.26 Day 5 Yes 2722.56 7-30 Days L-2 33880.58 Full Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14528.82 Day 5 No 69.47 7-30 Days L-3 15548.50 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35667.99 Day 5 Yes 3449.01 <7 Days L-4 32582.56 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10742.70 Day 5 No 875.79 <7 Days L-5 10675.18 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27206.52 Day 5 No 2510.19 91-180 Days L-6 24572.46 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32289.14 Day 5 No 2107.85 31-90 Days L-7 37179.09 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17418.99 Day 5 No 765.05 <7 Days L-8 15344.02 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22101.37 Day 5 No 1016.16 91-180 Days L-9 19892.44 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37628.38 Day 5 No 113.90 <7 Days LC-1 32670.44 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18259.12 Day 5 Yes 1805.98 91-180 Days LC-2 19654.86 None Yes Liberty Capital Markets Inc. Investment Banking