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 32170.35 Day 18 No 893.18 7-30 Days IG-1-Q 28630.10 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21162.65 Day 18 Yes 1284.06 91-180 Days IG-2-Q 21463.34 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20876.29 Day 18 Yes 608.01 91-180 Days C-1 24690.60 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25629.23 Day 18 No 1197.32 91-180 Days CB-4 27819.66 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 20664.23 Day 18 No 1538.71 <7 Days E-10 23713.02 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35417.03 Day 18 Yes 2701.09 31-90 Days E-3 32051.75 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24960.27 Day 18 Yes 2136.68 <7 Days E-4 22163.36 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25421.33 Day 18 No 1569.87 <7 Days E-5 28462.86 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 5633.37 Day 18 Yes 57.16 91-180 Days E-6 6116.16 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4913.58 Day 18 Yes 1.23 91-180 Days E-7 3945.39 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21687.60 Day 18 No 1159.06 31-90 Days E-8 24871.82 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3434.49 Day 18 Yes 94.46 <7 Days E-9 3765.46 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 40484.24 Day 18 No 638.39 31-90 Days G-4 32691.46 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4248.56 Day 18 Yes 323.37 <7 Days IG-3 3968.03 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21528.78 Day 18 No 403.92 <7 Days IG-4 19148.65 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26408.40 Day 18 Yes 2239.27 91-180 Days IG-5 27785.58 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 35623.64 Day 18 No 228.69 91-180 Days IG-6 38411.72 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26589.73 Day 18 Yes 1428.67 31-90 Days IG-7 24511.40 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21932.56 Day 18 No 1019.90 <7 Days IG-8 23169.09 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 29766.79 Day 18 No 753.05 91-180 Days L-1 26247.07 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12163.52 Day 18 No 480.47 7-30 Days L-10 14199.67 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23210.81 Day 18 No 184.83 7-30 Days L-11 21172.99 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33228.33 Day 18 Yes 1160.09 91-180 Days L-2 32482.16 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19659.66 Day 18 No 1864.59 91-180 Days L-3 19533.43 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34813.61 Day 18 Yes 2675.89 91-180 Days L-4 31752.08 Full No Treasury