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 43020.26 Day 16 No 2687.69 31-90 Days CB-3 49440.58 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26303.75 Day 16 Yes 1756.20 91-180 Days E-1 28822.37 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25414.35 Day 16 Yes 1333.34 7-30 Days E-2 28482.83 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40000.13 Day 16 Yes 3400.36 31-90 Days G-1 36314.19 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28482.48 Day 16 No 545.98 7-30 Days G-2 30553.90 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10733.77 Day 16 No 1007.08 31-90 Days G-3 11501.42 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4931.54 Day 16 No 136.37 91-180 Days IG-1 4432.88 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11598.28 Day 16 Yes 1098.95 91-180 Days IG-2 12239.34 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2801.15 Day 16 No 276.75 <7 Days S-1 2811.36 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13233.48 Day 16 No 1065.92 31-90 Days S-2 14096.47 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39191.34 Day 16 Yes 784.87 <7 Days S-3 35030.35 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14590.43 Day 16 No 161.83 <7 Days S-4 16626.01 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38519.68 Day 16 No 2995.76 91-180 Days S-5 38703.93 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9461.93 Day 16 Yes 8.29 31-90 Days S-6 9186.97 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 3461.27 Day 16 No 52.10 91-180 Days S-7 3831.23 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43527.65 Day 17 Yes 814.41 7-30 Days A-0-Q 51048.12 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43409.88 Day 17 No 3230.34 31-90 Days A-1-Q 44299.14 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 39092.03 Day 17 Yes 3087.41 31-90 Days A-2-Q 44385.50 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7648.67 Day 17 Yes 74.44 7-30 Days A-3-Q 7534.66 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36989.14 Day 17 No 2183.96 31-90 Days A-4-Q 37603.72 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29849.81 Day 17 No 2196.75 91-180 Days A-5-Q 27956.28 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 22885.99 Day 17 No 1101.53 31-90 Days CB-1-Q 20011.00 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20206.17 Day 17 No 911.50 31-90 Days CB-2-Q 23611.00 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 38395.09 Day 17 No 2287.37 <7 Days S-1-Q 39454.17 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23280.75 Day 17 Yes 2008.86 <7 Days S-2-Q 21605.38 Full No Treasury