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 1985.59 Day 17 Yes 105.93 <7 Days P-1 1815.86 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14864.72 Day 17 No 1420.43 91-180 Days P-2 12196.11 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11760.98 Day 17 No 639.57 91-180 Days S-8 10363.90 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42640.10 Day 17 Yes 3697.47 31-90 Days Y-1 43932.71 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41190.92 Day 17 Yes 362.26 91-180 Days Y-2 48117.42 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11483.13 Day 17 Yes 350.32 91-180 Days Y-3 12118.03 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41313.09 Day 17 Yes 236.66 91-180 Days Y-4 40627.23 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 7253.31 Day 17 Yes 648.68 <7 Days Z-1 8682.31 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42641.81 Day 17 No 1855.06 91-180 Days A-2 40945.25 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1000.62 Day 17 Yes 91.86 <7 Days A-3 830.50 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25952.45 Day 17 Yes 1762.10 <7 Days A-4 28009.70 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25778.18 Day 17 Yes 1281.08 7-30 Days A-5 30406.86 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10075.88 Day 17 Yes 986.54 31-90 Days CB-1 9315.01 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 34129.85 Day 17 No 1654.70 <7 Days CB-2 31184.15 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 9446.48 Day 17 Yes 42.64 31-90 Days CB-3 9326.28 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9800.26 Day 17 Yes 737.36 7-30 Days E-1 11513.92 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17937.53 Day 17 No 862.72 31-90 Days E-2 20037.16 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5681.53 Day 17 Yes 487.07 7-30 Days G-1 5383.08 None Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 10187.47 Day 17 No 505.47 7-30 Days G-2 10083.28 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23375.30 Day 17 Yes 438.35 7-30 Days G-3 19427.49 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30157.02 Day 17 Yes 251.44 7-30 Days IG-1 26455.59 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20072.94 Day 17 Yes 1364.75 91-180 Days IG-2 20912.24 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 27834.10 Day 17 No 1522.16 <7 Days S-1 32942.39 None No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41253.83 Day 17 Yes 1765.83 <7 Days S-2 49380.77 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39476.39 Day 17 No 779.44 7-30 Days S-3 36400.37 Full Yes Liberty International Finance Ltd. Capital Markets