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 17423.71 Day 24 No 683.21 <7 Days IG-6 18752.74 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 6503.30 Day 24 No 579.44 <7 Days IG-7 5982.09 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 41098.32 Day 24 No 2469.06 91-180 Days IG-8 44280.34 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 28247.46 Day 24 No 2428.75 91-180 Days L-1 26145.73 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 29743.70 Day 24 No 79.70 91-180 Days L-10 35190.31 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 21398.60 Day 24 Yes 471.17 31-90 Days L-11 18556.54 None No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 1306.80 Day 24 No 89.46 <7 Days L-2 1331.05 None No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23739.68 Day 24 No 1534.91 7-30 Days L-3 22084.98 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27079.76 Day 24 No 232.62 <7 Days L-4 29130.24 Full Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23350.60 Day 24 No 2276.94 7-30 Days L-5 22612.76 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 13787.26 Day 24 No 842.23 91-180 Days L-6 12741.88 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 14127.64 Day 24 Yes 289.15 <7 Days L-7 15853.31 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 35674.49 Day 24 No 946.14 <7 Days L-8 42512.02 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 17017.71 Day 24 No 392.69 31-90 Days L-9 16991.43 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30689.91 Day 24 Yes 2917.86 91-180 Days LC-1 26509.90 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 2924.12 Day 24 Yes 178.49 <7 Days LC-2 2664.81 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 5286.32 Day 24 No 394.93 <7 Days N-1 4755.58 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 366.53 Day 24 No 33.16 91-180 Days N-2 428.97 Full Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 387.56 Day 24 No 17.93 7-30 Days N-3 452.74 Partial No Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 25889.09 Day 24 No 991.14 91-180 Days N-4 30284.96 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 30642.53 Day 24 No 2478.44 <7 Days N-5 28196.20 Full No Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 12055.82 Day 24 Yes 43.64 7-30 Days N-6 13237.72 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 40591.04 Day 24 No 1642.24 7-30 Days N-7 45489.56 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail No 23481.54 Day 24 No 884.71 <7 Days P-1 24673.22 None No Investment Banking
2025-10-08 Liberty National Bank O.W.15 Structured Notes Retail Yes 27805.42 Day 24 Yes 1252.68 7-30 Days P-2 25387.51 Full Yes Liberty International Finance Ltd. Treasury