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 5327.67 >5 Yr 380.44 30-90 Days S-5-Q 252.79 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 777.99 >5 Yr 69.45 Open S-6-Q 52.49 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16103.66 >5 Yr 92.03 30-90 Days S-7-Q 1407.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7000.14 >5 Yr 506.01 30-90 Days E-1-Q 712.37 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6659.15 >5 Yr 143.17 91-180 Days E-2-Q 499.16 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7967.09 >5 Yr 390.85 <30 Days IG-1-Q 186.99 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16877.58 >5 Yr 626.23 Open IG-2-Q 369.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12785.59 >5 Yr 752.61 30-90 Days C-1 889.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11556.47 >5 Yr 1138.37 Open CB-4 2208.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8420.36 >5 Yr 129.92 Open E-10 777.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 16694.62 >5 Yr 323.28 30-90 Days E-3 2324.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5832.64 >5 Yr 347.68 30-90 Days E-4 1006.02 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14160.02 >5 Yr 719.82 30-90 Days E-5 904.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10440.67 >5 Yr 915.01 Open E-6 1748.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12838.58 >5 Yr 1488.41 30-90 Days E-7 1859.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16358.91 >5 Yr 1174.73 91-180 Days E-8 3218.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3799.45 >5 Yr 254.92 <30 Days E-9 465.60 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8213.02 >5 Yr 481.93 91-180 Days G-4 961.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13581.76 >5 Yr 725.63 30-90 Days IG-3 785.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14930.90 >5 Yr 612.98 91-180 Days IG-4 2014.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12141.87 >5 Yr 827.87 Open IG-5 596.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9225.11 >5 Yr 257.60 <30 Days IG-6 1022.56 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15151.24 >5 Yr 1589.52 91-180 Days IG-7 2520.41 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 841.50 >5 Yr 74.69 Open IG-8 57.71 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7013.23 >5 Yr 607.95 91-180 Days L-1 488.62 No Finance