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 4204.37 >3 Yr <= 4 Yr 279.46 Open E-1-Q 815.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12401.05 >3 Yr <= 4 Yr 1644.07 30-90 Days E-2-Q 1576.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7592.65 >3 Yr <= 4 Yr 1086.03 <30 Days IG-1-Q 555.55 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15841.10 >3 Yr <= 4 Yr 1815.64 30-90 Days IG-2-Q 687.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5746.56 >3 Yr <= 4 Yr 431.87 91-180 Days C-1 972.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5549.85 >3 Yr <= 4 Yr 310.49 91-180 Days CB-4 1015.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13406.75 >3 Yr <= 4 Yr 1032.78 30-90 Days E-10 1489.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3434.49 >3 Yr <= 4 Yr 419.05 91-180 Days E-3 444.29 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 845.51 >3 Yr <= 4 Yr 86.91 91-180 Days E-4 23.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8235.83 >3 Yr <= 4 Yr 883.78 30-90 Days E-5 340.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4198.98 >3 Yr <= 4 Yr 31.48 <30 Days E-6 674.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2371.15 >3 Yr <= 4 Yr 121.59 Open E-7 313.16 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 787.24 >3 Yr <= 4 Yr 89.48 30-90 Days E-8 14.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15954.59 >3 Yr <= 4 Yr 747.18 <30 Days E-9 1731.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10978.30 >3 Yr <= 4 Yr 474.88 91-180 Days G-4 233.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 709.66 >3 Yr <= 4 Yr 46.84 <30 Days IG-3 43.12 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3366.22 >3 Yr <= 4 Yr 216.40 30-90 Days IG-4 334.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13106.79 >3 Yr <= 4 Yr 1285.13 91-180 Days IG-5 1261.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6425.76 >3 Yr <= 4 Yr 185.71 30-90 Days IG-6 557.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6909.21 >3 Yr <= 4 Yr 405.66 30-90 Days IG-7 726.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8059.64 >3 Yr <= 4 Yr 1140.15 91-180 Days IG-8 1541.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11260.08 >3 Yr <= 4 Yr 129.47 <30 Days L-1 472.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11349.37 >3 Yr <= 4 Yr 985.15 91-180 Days L-10 1484.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11714.90 >3 Yr <= 4 Yr 746.40 91-180 Days L-11 1385.43 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5766.55 >3 Yr <= 4 Yr 167.16 Open L-2 1129.06 No Treasury