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
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 6682.83 Perpetual Yes 604.52 <7 Days LC-2 7305.71 Full Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 21364.34 Perpetual Yes 654.56 91-180 Days N-1 24191.57 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30219.46 Perpetual No 2112.27 <7 Days N-2 25648.33 Partial Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 9401.02 Perpetual Yes 346.10 91-180 Days N-3 10796.57 None Yes Liberty Mortgage Services Corp. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 12764.59 Perpetual No 928.10 <7 Days N-4 11827.02 Partial No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 21917.68 Perpetual No 645.15 91-180 Days N-5 22552.62 None Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 34686.19 Perpetual Yes 2370.99 7-30 Days N-6 40876.05 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 33886.31 Perpetual No 3133.60 91-180 Days N-7 29783.02 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 16034.62 Perpetual Yes 287.43 31-90 Days P-1 14949.05 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 5873.15 Perpetual Yes 450.85 7-30 Days P-2 4829.80 None Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 42109.80 Perpetual Yes 2540.82 <7 Days S-8 46771.66 Partial Yes Liberty Capital Markets Inc. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 30088.86 Perpetual No 2080.11 7-30 Days Y-1 24808.16 Partial Yes Liberty Capital Markets Inc. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 7015.72 Perpetual No 0.54 91-180 Days Y-2 6318.47 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 2412.89 Perpetual No 52.81 <7 Days Y-3 2520.07 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 22608.16 Perpetual No 160.44 31-90 Days Y-4 20990.84 Full No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 21688.68 Perpetual No 1407.81 31-90 Days Z-1 21863.14 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 19769.18 Perpetual No 901.85 31-90 Days A-2 18897.56 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29356.96 Perpetual No 354.28 91-180 Days A-3 28933.94 Partial No Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 29120.97 Perpetual No 815.69 31-90 Days A-4 26544.61 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 37866.72 Perpetual No 3645.49 91-180 Days A-5 41045.45 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 34581.68 Perpetual Yes 1094.19 <7 Days CB-1 29370.59 None Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 44130.23 Perpetual No 4339.99 31-90 Days CB-2 52221.74 Full Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 9136.21 Perpetual Yes 31.14 <7 Days CB-3 10703.70 Partial Yes Liberty Wealth Management LLC Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 12909.46 Perpetual Yes 506.59 91-180 Days E-1 12064.35 Full No Trading
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 19074.59 Perpetual No 1508.84 31-90 Days E-2 21590.34 Partial No Treasury