Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.W.6: Tender Option Bonds

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.6 Tender Option Bonds Other No 44094.97 Perpetual No 4362.99 31-90 Days E-1 45859.98 Full Yes Liberty International Finance Ltd. Treasury
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other Yes 3609.63 Perpetual Yes 279.51 7-30 Days E-2 4155.52 Partial Yes Liberty Capital Markets Inc. Treasury
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 10761.80 Perpetual Yes 772.89 91-180 Days G-1 11301.51 Full Yes Liberty International Finance Ltd. Investment Banking
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 1706.95 Perpetual No 141.41 31-90 Days G-2 1430.69 None No Capital Markets
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 11341.38 Perpetual No 815.75 7-30 Days G-3 13206.26 None Yes Liberty Capital Markets Inc. Capital Markets
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other Yes 3301.00 Perpetual Yes 182.13 91-180 Days IG-1 3219.42 Partial Yes Liberty Wealth Management LLC Treasury
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other Yes 32243.10 Perpetual Yes 2931.11 31-90 Days IG-2 27183.77 Full Yes Liberty International Finance Ltd. Trading
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other Yes 31367.84 Perpetual No 524.02 91-180 Days S-1 30145.67 Partial Yes Liberty International Finance Ltd. Wholesale Lending
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other Yes 21750.14 Perpetual No 1790.39 91-180 Days S-2 19476.31 Full No Wholesale Lending
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 3747.28 Perpetual No 284.62 91-180 Days S-3 4362.97 None No Wholesale Lending
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other Yes 4831.82 Perpetual No 310.53 7-30 Days S-4 4533.53 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 21559.61 Perpetual No 2041.41 <7 Days S-5 25093.35 Full No Investment Banking
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 19536.62 Perpetual No 950.33 31-90 Days S-6 20384.59 Partial Yes Liberty Wealth Management LLC Investment Banking
2025-10-13 Liberty National Bank O.W.6 Tender Option Bonds Other No 9477.18 Perpetual Yes 505.92 <7 Days S-7 10590.20 Full No Investment Banking