Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.1: Derivative Payables

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10457.61 Day 10 119.79 91-180 Days IG-6 596.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 618.05 Day 10 9.32 <30 Days IG-7 3.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16530.07 Day 10 2019.32 Open IG-8 1174.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13143.91 Day 10 914.66 <30 Days L-1 2419.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4890.33 Day 10 197.47 30-90 Days L-10 563.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1820.59 Day 10 98.37 <30 Days L-11 132.53 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14987.02 Day 10 126.12 <30 Days L-2 1748.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6371.37 Day 10 195.02 <30 Days L-3 0.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7475.23 Day 10 1019.31 <30 Days L-4 535.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9691.03 Day 10 207.63 30-90 Days L-5 448.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1073.54 Day 10 147.71 30-90 Days L-6 127.21 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15824.03 Day 10 1201.39 91-180 Days L-7 1151.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5041.53 Day 10 728.06 30-90 Days L-8 1004.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4116.15 Day 10 259.20 91-180 Days L-9 374.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9429.29 Day 10 835.00 Open LC-1 1807.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12221.61 Day 10 705.40 30-90 Days LC-2 2248.33 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3641.31 Day 10 26.39 30-90 Days N-1 587.64 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3857.08 Day 10 194.02 91-180 Days N-2 20.12 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4445.44 Day 10 224.51 30-90 Days N-3 198.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6053.54 Day 10 18.25 Open N-4 778.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 122.10 Day 10 17.74 Open N-5 17.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15022.03 Day 10 1715.18 <30 Days N-6 2414.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3667.21 Day 10 489.79 <30 Days N-7 518.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4796.77 Day 10 144.94 <30 Days P-1 69.74 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 2745.84 Day 10 205.98 91-180 Days P-2 120.30 No Operations