Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

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.8 MTM Impact on Derivative Positions Other Yes 3793.41 Day 34 373.44 30-90 Days G-1 648.51 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6944.53 Day 34 344.41 91-180 Days G-2 1088.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2369.65 Day 34 27.16 Open G-3 461.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14802.43 Day 34 199.96 91-180 Days IG-1 2175.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12863.15 Day 34 701.56 30-90 Days IG-2 1452.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3298.27 Day 34 214.37 Open S-1 113.61 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7022.87 Day 34 336.47 91-180 Days S-2 1008.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8007.56 Day 34 768.69 91-180 Days S-3 191.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5378.28 Day 34 561.97 Open S-4 756.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9842.05 Day 34 704.36 <30 Days S-5 1267.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1763.79 Day 34 112.15 30-90 Days S-6 202.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15425.47 Day 34 186.72 91-180 Days S-7 1620.14 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13563.08 Day 35 841.73 Open A-0-Q 557.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14341.38 Day 35 5.39 91-180 Days A-1-Q 1080.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9001.27 Day 35 924.17 Open A-2-Q 596.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2484.30 Day 35 62.69 30-90 Days A-3-Q 12.83 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4204.97 Day 35 556.85 Open A-4-Q 426.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4438.56 Day 35 473.67 Open A-5-Q 667.72 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14897.62 Day 35 798.38 91-180 Days CB-1-Q 659.94 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11665.89 Day 35 1167.81 <30 Days CB-2-Q 1520.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10886.63 Day 35 684.64 <30 Days S-1-Q 823.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4574.79 Day 35 248.99 30-90 Days S-2-Q 321.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12290.85 Day 35 1466.17 <30 Days S-3-Q 2372.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16662.71 Day 35 517.24 30-90 Days S-4-Q 3203.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14280.73 Day 35 478.61 Open CB-3-Q 927.60 Yes Liberty Wealth Management LLC Finance