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 No 26023.52 Day 14 No 1114.64 31-90 Days E-4 24284.72 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42633.25 Day 14 Yes 844.12 7-30 Days E-5 49001.38 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38338.48 Day 14 No 709.72 31-90 Days E-6 41544.68 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42982.83 Day 14 Yes 3449.03 31-90 Days E-7 37669.64 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16487.62 Day 14 No 113.71 91-180 Days E-8 16808.82 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42634.89 Day 14 Yes 2668.66 <7 Days E-9 42181.17 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21451.33 Day 14 No 1029.43 31-90 Days G-4 17787.94 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41375.99 Day 14 No 3549.79 31-90 Days IG-3 45871.10 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 8206.99 Day 14 Yes 163.75 91-180 Days IG-4 9039.07 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21213.10 Day 14 No 1386.45 31-90 Days IG-5 21106.09 Full Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25094.18 Day 14 No 216.39 7-30 Days IG-6 23108.89 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 6857.99 Day 14 Yes 179.38 <7 Days IG-7 6967.53 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36618.59 Day 14 Yes 1242.28 91-180 Days IG-8 40942.67 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37223.07 Day 14 No 3619.49 91-180 Days L-1 32341.60 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11184.25 Day 14 Yes 312.07 7-30 Days L-10 10676.94 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21226.27 Day 14 No 1862.08 <7 Days L-11 18079.39 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12188.63 Day 14 Yes 1133.17 7-30 Days L-2 14222.38 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32910.58 Day 14 No 1394.04 91-180 Days L-3 38413.55 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5332.65 Day 14 No 67.32 <7 Days L-4 5160.03 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19216.10 Day 14 Yes 456.47 7-30 Days L-5 15400.72 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7228.33 Day 14 No 355.30 7-30 Days L-6 7734.16 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39526.92 Day 14 Yes 1106.48 31-90 Days L-7 45723.12 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10850.92 Day 14 Yes 50.56 7-30 Days L-8 8757.77 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4602.17 Day 14 Yes 431.54 31-90 Days L-9 4978.49 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34565.05 Day 14 Yes 457.93 7-30 Days LC-1 40294.93 Partial Yes Liberty Capital Markets Inc. Investment Banking