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 22082.42 Day 20 Yes 512.81 <7 Days A-2 23374.21 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 4180.32 Day 20 Yes 257.27 7-30 Days A-3 4089.14 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12969.03 Day 20 Yes 688.71 91-180 Days A-4 11051.18 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24090.49 Day 20 Yes 1284.72 31-90 Days A-5 20083.57 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14454.31 Day 20 Yes 1041.42 <7 Days CB-1 14866.25 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 14806.52 Day 20 Yes 307.92 <7 Days CB-2 16068.52 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 43720.44 Day 20 Yes 885.44 7-30 Days CB-3 38412.82 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3368.99 Day 20 No 335.95 31-90 Days E-1 2722.03 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 12482.38 Day 20 Yes 190.97 91-180 Days E-2 13943.88 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7258.91 Day 20 No 27.43 31-90 Days G-1 8137.52 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 9049.60 Day 20 No 62.54 31-90 Days G-2 8037.09 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31335.67 Day 20 Yes 1100.32 91-180 Days G-3 35125.13 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 37722.68 Day 20 Yes 2937.22 31-90 Days IG-1 41516.71 None Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16654.78 Day 20 Yes 413.14 7-30 Days IG-2 19854.49 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41489.78 Day 20 No 945.43 91-180 Days S-1 39526.77 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 33995.50 Day 20 No 1596.86 7-30 Days S-2 29539.95 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 36240.41 Day 20 No 1032.08 <7 Days S-3 37237.21 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31383.77 Day 20 No 315.39 <7 Days S-4 35600.63 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31601.60 Day 20 Yes 2492.04 91-180 Days S-5 34466.38 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 41487.17 Day 20 No 2974.53 31-90 Days S-6 35997.52 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 26336.82 Day 20 Yes 1639.56 91-180 Days S-7 25748.62 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23674.27 Day 21 Yes 1728.44 7-30 Days A-0-Q 23142.80 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13520.73 Day 21 Yes 1288.98 7-30 Days A-1-Q 11294.31 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24204.40 Day 21 Yes 1892.84 7-30 Days A-2-Q 26228.35 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21062.83 Day 21 No 739.28 31-90 Days A-3-Q 21181.34 Partial Yes Liberty Mortgage Services Corp. Wholesale Lending