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 9995.75 Day 22 No 753.23 7-30 Days Y-3 8314.82 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30761.46 Day 22 Yes 2947.46 31-90 Days Y-4 25792.07 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 19783.46 Day 22 Yes 728.80 7-30 Days Z-1 16708.62 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30939.05 Day 22 No 61.80 31-90 Days A-2 36276.90 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 11365.45 Day 22 Yes 761.51 31-90 Days A-3 10975.11 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17017.02 Day 22 No 1089.03 7-30 Days A-4 19813.13 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 11070.65 Day 22 Yes 450.95 31-90 Days A-5 12325.74 Full Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 3938.61 Day 22 No 308.33 7-30 Days CB-1 3176.51 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 20938.53 Day 22 Yes 135.90 31-90 Days CB-2 21619.53 Full Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 36377.68 Day 22 Yes 2298.17 <7 Days CB-3 32522.91 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 23429.82 Day 22 Yes 720.14 31-90 Days E-1 23479.73 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 21841.68 Day 22 No 283.65 31-90 Days E-2 21504.71 Partial No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 26297.68 Day 22 No 2098.64 91-180 Days G-1 26684.49 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 15955.61 Day 22 Yes 737.72 31-90 Days G-2 17597.22 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 34941.34 Day 22 Yes 2542.45 <7 Days G-3 33656.15 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 15677.65 Day 22 Yes 1565.77 7-30 Days IG-1 14608.00 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 16264.56 Day 22 Yes 493.61 31-90 Days IG-2 16438.08 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 42574.75 Day 22 No 4148.54 <7 Days S-1 42062.46 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 13743.37 Day 22 No 633.42 91-180 Days S-2 15680.36 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 31070.29 Day 22 No 1725.27 <7 Days S-3 25651.30 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 32382.95 Day 22 No 2294.78 7-30 Days S-4 38217.35 None Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 2348.71 Day 22 Yes 208.25 31-90 Days S-5 2400.78 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 18984.12 Day 22 Yes 1848.14 7-30 Days S-6 17657.59 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 4045.96 Day 22 Yes 372.83 31-90 Days S-7 4102.28 Partial No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1065.28 Day 23 No 90.12 <7 Days A-0-Q 1221.75 None No Treasury