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 No 31681.79 Perpetual No 8.61 31-90 Days G-1 34543.91 None Yes Liberty International Finance Ltd. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 433.47 Perpetual No 31.52 <7 Days G-2 401.06 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 30231.63 Perpetual Yes 2606.31 <7 Days G-3 25752.50 Partial Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9885.53 Perpetual No 496.60 <7 Days IG-1 8556.45 Full Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 2999.66 Perpetual Yes 297.71 <7 Days IG-2 3324.21 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 10448.25 Perpetual Yes 323.71 7-30 Days S-1 12450.21 Partial No Wholesale Lending
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 17117.40 Perpetual No 1636.42 91-180 Days S-2 19896.26 None Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 9018.74 Perpetual Yes 471.22 91-180 Days S-3 9594.96 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 9918.50 Perpetual No 777.00 <7 Days S-4 10878.47 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 41402.62 Perpetual No 3391.45 <7 Days S-5 42288.12 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other No 32767.99 Perpetual Yes 964.78 91-180 Days S-6 33737.32 None No Capital Markets
2025-10-13 Liberty National Bank O.W.15 Structured Notes Other Yes 10716.33 Perpetual Yes 956.79 7-30 Days S-7 12538.91 Full No Wholesale Lending