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
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 9534.53 Open No 568.20 91-180 Days C-1 9830.71 Partial Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 3412.06 Open Yes 252.03 91-180 Days CB-4 3996.21 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 15183.57 Open Yes 1336.32 91-180 Days E-10 16613.09 Full Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 24268.54 Open Yes 978.17 <7 Days E-3 23570.87 Partial Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 12380.39 Open No 609.33 91-180 Days E-4 14575.62 Full Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 40391.67 Open No 171.57 <7 Days E-5 34664.68 Partial Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 33736.14 Open Yes 412.77 91-180 Days E-6 29895.75 Partial Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 33030.66 Open No 2200.47 91-180 Days E-7 34483.72 None No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 1181.92 Open Yes 109.49 7-30 Days E-8 1160.27 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 16242.37 Open Yes 1263.35 7-30 Days E-9 14364.12 Partial No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 28907.50 Open Yes 2103.67 31-90 Days G-4 24624.27 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 3613.65 Open No 29.54 91-180 Days IG-3 4029.31 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 39505.23 Open No 869.28 <7 Days IG-4 41354.60 None No Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 39057.09 Open Yes 2543.90 <7 Days IG-5 44184.45 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 10309.98 Open Yes 150.50 31-90 Days IG-6 9897.27 Full No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 39513.26 Open No 2077.34 <7 Days IG-7 42963.63 None Yes Liberty Capital Markets Inc. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 33562.55 Open Yes 936.01 <7 Days IG-8 35000.48 None Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 40620.98 Open Yes 3228.60 31-90 Days L-1 37890.21 Partial Yes Liberty International Finance Ltd. Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 34494.81 Open Yes 1689.48 7-30 Days L-10 40769.04 Full Yes Liberty International Finance Ltd. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 346.89 Open No 16.32 31-90 Days L-11 409.06 None No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 3768.42 Open Yes 206.51 31-90 Days L-2 3098.97 Full Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 33005.81 Open Yes 965.52 <7 Days L-3 31185.10 Full No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 38611.89 Open No 2604.70 7-30 Days L-4 44154.92 Full No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 43205.75 Open No 182.50 7-30 Days L-5 40724.84 None Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 41853.12 Open Yes 2783.71 31-90 Days L-6 49423.56 None No Investment Banking