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 11590.67 Perpetual 1555.83 30-90 Days E-4 2007.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7460.63 Perpetual 88.84 <30 Days E-5 367.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13709.37 Perpetual 1723.18 30-90 Days E-6 1871.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4358.08 Perpetual 402.59 <30 Days E-7 153.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8205.27 Perpetual 125.65 91-180 Days E-8 549.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16840.45 Perpetual 2434.35 <30 Days E-9 1463.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13259.30 Perpetual 868.58 91-180 Days G-4 1941.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 534.32 Perpetual 28.82 Open IG-3 22.41 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16641.35 Perpetual 240.24 Open IG-4 545.82 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14877.53 Perpetual 837.87 30-90 Days IG-5 1039.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8561.03 Perpetual 233.70 Open IG-6 939.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8168.28 Perpetual 58.13 Open IG-7 1562.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4301.65 Perpetual 594.78 30-90 Days IG-8 124.71 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13731.85 Perpetual 566.80 91-180 Days L-1 2592.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11105.22 Perpetual 618.31 30-90 Days L-10 2020.88 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8336.46 Perpetual 48.36 <30 Days L-11 1492.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7030.24 Perpetual 636.76 <30 Days L-2 397.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 11143.52 Perpetual 589.37 Open L-3 1644.35 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9293.27 Perpetual 838.23 91-180 Days L-4 990.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12266.08 Perpetual 1204.95 Open L-5 1968.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5546.46 Perpetual 259.52 91-180 Days L-6 116.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11326.27 Perpetual 480.21 91-180 Days L-7 1900.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9824.58 Perpetual 524.56 91-180 Days L-8 174.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11982.91 Perpetual 1533.09 30-90 Days L-9 2131.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3507.62 Perpetual 280.68 Open LC-1 487.39 No Risk Management