Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 11059.11 Day 21 Yes 553.55 <7 Days E-6 11917.85 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15462.92 Day 21 Yes 92.67 <7 Days E-7 16453.08 Full No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 18997.12 Day 21 No 1441.88 91-180 Days E-8 22366.74 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 19425.67 Day 21 No 329.09 91-180 Days E-9 22941.47 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4519.31 Day 21 Yes 287.82 31-90 Days G-4 4230.86 Full Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 17225.48 Day 21 Yes 215.76 31-90 Days IG-3 17144.98 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 259.04 Day 21 No 16.00 91-180 Days IG-4 264.57 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 7096.83 Day 21 Yes 645.91 31-90 Days IG-5 6334.81 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16929.36 Day 21 Yes 1113.72 91-180 Days IG-6 14706.59 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 16322.77 Day 21 No 882.71 <7 Days IG-7 18362.14 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11222.45 Day 21 No 427.73 31-90 Days IG-8 13319.04 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 42160.28 Day 21 Yes 3063.64 31-90 Days L-1 34931.69 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 24461.30 Day 21 No 1789.67 7-30 Days L-10 21827.50 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 272.24 Day 21 No 9.84 91-180 Days L-11 303.20 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5943.28 Day 21 Yes 259.90 31-90 Days L-2 6075.23 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 39581.89 Day 21 No 206.54 7-30 Days L-3 35708.67 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 25767.00 Day 21 No 365.16 7-30 Days L-4 23819.39 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 31725.76 Day 21 Yes 2315.81 91-180 Days L-5 37419.44 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32581.16 Day 21 No 997.75 91-180 Days L-6 38349.36 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16454.31 Day 21 No 236.05 <7 Days L-7 16837.29 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4218.45 Day 21 Yes 381.51 91-180 Days L-8 4804.68 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13347.36 Day 21 No 1150.70 <7 Days L-9 12788.54 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 179.13 Day 21 No 7.55 <7 Days LC-1 205.02 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31416.84 Day 21 No 1189.55 7-30 Days LC-2 25283.52 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 24154.03 Day 21 Yes 2213.38 91-180 Days N-1 22757.68 None Yes Liberty Mortgage Services Corp. Treasury