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 19935.22 Day 18 Yes 204.93 7-30 Days L-5 19257.60 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19870.31 Day 18 Yes 1623.87 31-90 Days L-6 23548.06 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42852.57 Day 18 No 2063.39 <7 Days L-7 43084.38 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17605.83 Day 18 No 1715.73 31-90 Days L-8 17543.34 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36961.24 Day 18 No 2285.88 <7 Days L-9 42404.95 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30225.14 Day 18 Yes 964.76 <7 Days LC-1 29035.54 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28674.51 Day 18 No 1326.77 31-90 Days LC-2 23654.95 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 30791.60 Day 18 No 2987.01 91-180 Days N-1 29724.94 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39117.46 Day 18 Yes 3247.63 7-30 Days N-2 41201.83 None Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 32207.07 Day 18 Yes 2664.57 31-90 Days N-3 31601.92 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4156.69 Day 18 No 199.71 31-90 Days N-4 3680.20 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12328.41 Day 18 No 570.93 91-180 Days N-5 14714.97 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5787.82 Day 18 Yes 91.31 31-90 Days N-6 5155.44 None Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21795.31 Day 18 No 666.27 <7 Days N-7 22106.41 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41350.86 Day 18 Yes 3131.98 <7 Days P-1 48629.82 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42472.64 Day 18 No 3612.49 7-30 Days P-2 38035.67 Partial Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15173.67 Day 18 Yes 1181.98 7-30 Days S-8 12902.14 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36929.36 Day 18 Yes 2694.74 91-180 Days Y-1 33201.36 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19678.41 Day 18 Yes 1727.85 91-180 Days Y-2 23091.74 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3981.09 Day 18 Yes 306.22 91-180 Days Y-3 3368.87 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 22499.76 Day 18 Yes 617.00 31-90 Days Y-4 25137.54 Full Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42749.25 Day 18 No 3370.09 <7 Days Z-1 44048.74 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 10585.20 Day 18 No 8.81 31-90 Days A-2 11447.50 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31876.59 Day 18 Yes 734.28 31-90 Days A-3 26630.80 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 28862.30 Day 18 No 1683.16 31-90 Days A-4 30445.79 None No Investment Banking