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 6932.93 Perpetual 888.73 30-90 Days LC-2 1300.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3505.08 Perpetual 500.55 30-90 Days N-1 548.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13622.30 Perpetual 1584.84 30-90 Days N-2 2723.15 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 16681.81 Perpetual 1131.38 30-90 Days N-3 1476.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 16801.52 Perpetual 1984.50 91-180 Days N-4 666.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 5214.25 Perpetual 442.09 91-180 Days N-5 721.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12186.86 Perpetual 1337.78 30-90 Days N-6 632.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13993.84 Perpetual 1034.02 30-90 Days N-7 476.03 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4906.77 Perpetual 336.31 <30 Days P-1 952.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12387.30 Perpetual 1568.17 91-180 Days P-2 2276.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5075.38 Perpetual 402.12 91-180 Days S-8 309.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 6903.57 Perpetual 949.74 Open Y-1 332.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 686.81 Perpetual 7.05 <30 Days Y-2 60.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15170.53 Perpetual 1879.49 Open Y-3 1874.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9784.20 Perpetual 853.37 91-180 Days Y-4 1466.87 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3775.68 Perpetual 474.52 91-180 Days Z-1 381.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4899.05 Perpetual 242.63 Open A-2 58.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 13747.72 Perpetual 456.40 30-90 Days A-3 1014.19 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13444.40 Perpetual 657.90 Open A-4 2113.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4135.57 Perpetual 202.61 <30 Days A-5 354.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1765.35 Perpetual 217.40 30-90 Days CB-1 337.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4042.00 Perpetual 451.82 Open CB-2 525.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10281.96 Perpetual 548.28 Open CB-3 2055.55 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6715.10 Perpetual 812.48 91-180 Days E-1 632.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14180.14 Perpetual 142.07 30-90 Days E-2 2128.50 Yes Liberty Wealth Management LLC Operations