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 Yes 9530.10 >5 Yr 149.64 <30 Days L-10 1305.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11239.94 >5 Yr 199.97 Open L-11 1100.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2557.03 >5 Yr 123.63 91-180 Days L-2 309.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11634.18 >5 Yr 171.48 30-90 Days L-3 2284.42 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5695.82 >5 Yr 711.63 Open L-4 920.52 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6338.73 >5 Yr 556.76 91-180 Days L-5 376.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5323.18 >5 Yr 732.24 30-90 Days L-6 241.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7961.40 >5 Yr 479.24 30-90 Days L-7 155.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 27.90 >5 Yr 3.94 91-180 Days L-8 1.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12923.72 >5 Yr 1872.95 Open L-9 264.74 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 2435.35 >5 Yr 192.28 91-180 Days LC-1 232.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7342.94 >5 Yr 911.39 30-90 Days LC-2 447.15 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9193.87 >5 Yr 1102.44 Open N-1 1458.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13301.35 >5 Yr 595.94 <30 Days N-2 680.39 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1391.22 >5 Yr 183.69 <30 Days N-3 204.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4219.53 >5 Yr 336.11 30-90 Days N-4 475.12 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14672.84 >5 Yr 1147.44 91-180 Days N-5 333.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 10084.28 >5 Yr 524.34 91-180 Days N-6 268.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4404.81 >5 Yr 200.62 91-180 Days N-7 195.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 428.37 >5 Yr 44.00 Open P-1 9.66 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2661.06 >5 Yr 70.98 91-180 Days P-2 368.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4130.05 >5 Yr 405.75 91-180 Days S-8 326.60 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3754.22 >5 Yr 327.17 91-180 Days Y-1 312.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1460.29 >5 Yr 45.92 91-180 Days Y-2 169.23 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12735.71 >5 Yr 103.50 91-180 Days Y-3 2531.06 No Risk Management