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 43184.63 Open No 3644.93 7-30 Days L-7 47925.76 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 8467.53 Open Yes 220.77 31-90 Days L-8 7963.17 None No Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 13841.71 Open Yes 1328.53 31-90 Days L-9 11307.22 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 9767.32 Open No 47.61 <7 Days LC-1 9603.93 Full Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 14540.96 Open Yes 1310.21 31-90 Days LC-2 16116.88 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 4401.01 Open No 261.12 91-180 Days N-1 3745.34 Partial No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 8762.07 Open No 703.89 <7 Days N-2 9446.23 None Yes Liberty Mortgage Services Corp. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 1234.84 Open Yes 16.20 7-30 Days N-3 1411.38 Partial No Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 7483.45 Open Yes 420.37 31-90 Days N-4 7291.33 None No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 42983.83 Open Yes 4213.13 91-180 Days N-5 38298.45 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 25920.93 Open Yes 2179.88 91-180 Days N-6 21090.18 None Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 16200.80 Open Yes 914.10 7-30 Days N-7 19431.95 None Yes Liberty Mortgage Services Corp. Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 30750.51 Open Yes 517.71 <7 Days P-1 33920.74 Partial Yes Liberty Capital Markets Inc. Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 29002.05 Open Yes 2736.93 91-180 Days P-2 28875.51 Partial Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 7721.63 Open Yes 68.75 7-30 Days S-8 7847.30 None Yes Liberty Wealth Management LLC Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 35717.72 Open Yes 2449.80 7-30 Days Y-1 30901.48 Full Yes Liberty Wealth Management LLC Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 19419.41 Open Yes 130.12 <7 Days Y-2 17225.38 Full No Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 40321.50 Open No 1126.96 91-180 Days Y-3 32824.67 None No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 5415.33 Open No 340.63 <7 Days Y-4 4528.29 Partial No Capital Markets
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 35511.74 Open Yes 1729.93 7-30 Days Z-1 42065.88 Partial Yes Liberty Mortgage Services Corp. Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 13738.06 Open Yes 475.81 7-30 Days A-2 14354.14 Full No Wholesale Lending
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 42897.18 Open No 4077.43 91-180 Days A-3 44021.36 None Yes Liberty Wealth Management LLC Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 13282.76 Open Yes 261.76 91-180 Days A-4 10953.73 None No Trading
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail No 2210.02 Open No 108.96 7-30 Days A-5 2529.80 Partial No Investment Banking
2025-10-08 Liberty National Bank O.W.6 Tender Option Bonds Retail Yes 27361.57 Open Yes 965.85 91-180 Days CB-1 32818.25 Full No Trading