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 Yes 7452.33 Day 5 No 693.79 91-180 Days G-2 6555.82 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15395.35 Day 5 Yes 72.53 <7 Days G-3 18171.85 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14513.12 Day 5 No 1179.17 91-180 Days IG-1 14936.34 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28448.35 Day 5 No 1924.15 31-90 Days IG-2 30021.69 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27494.99 Day 5 No 651.70 31-90 Days S-1 31492.42 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34713.80 Day 5 No 1141.91 <7 Days S-2 37116.65 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4701.33 Day 5 No 51.22 31-90 Days S-3 5001.74 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22251.85 Day 5 No 142.71 91-180 Days S-4 23356.88 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13027.29 Day 5 No 494.95 <7 Days S-5 10615.87 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7630.35 Day 5 No 35.00 91-180 Days S-6 6909.38 Partial Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35843.81 Day 5 Yes 624.64 7-30 Days S-7 32216.33 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6878.35 Day 6 No 133.95 <7 Days A-0-Q 7209.34 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23278.25 Day 6 No 751.89 <7 Days A-1-Q 24191.80 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31707.46 Day 6 No 2306.85 7-30 Days A-2-Q 25751.84 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3123.45 Day 6 Yes 161.18 91-180 Days A-3-Q 3305.03 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12174.21 Day 6 Yes 1189.10 <7 Days A-4-Q 11592.92 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18759.46 Day 6 Yes 1449.82 <7 Days A-5-Q 16872.34 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43761.87 Day 6 No 3435.65 91-180 Days CB-1-Q 41091.08 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11747.49 Day 6 Yes 421.65 31-90 Days CB-2-Q 10241.82 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25393.13 Day 6 No 897.57 7-30 Days S-1-Q 24763.79 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2066.49 Day 6 No 60.31 7-30 Days S-2-Q 1785.04 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36207.90 Day 6 No 3067.47 7-30 Days S-3-Q 37367.01 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20837.51 Day 6 No 1105.15 7-30 Days S-4-Q 17315.86 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 38581.04 Day 6 No 2365.76 91-180 Days CB-3-Q 35575.34 Full Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5143.98 Day 6 Yes 119.16 31-90 Days G-1-Q 4952.86 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending