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 5407.78 Day 35 422.01 91-180 Days IG-7 313.18 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8829.31 Day 35 647.38 <30 Days IG-8 1557.70 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8063.82 Day 35 827.02 Open L-1 605.94 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12671.08 Day 35 678.00 Open L-10 436.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6309.35 Day 35 534.70 30-90 Days L-11 295.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10019.39 Day 35 538.88 Open L-2 373.71 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 81.47 Day 35 1.81 <30 Days L-3 15.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14391.19 Day 35 539.28 Open L-4 1438.89 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8569.62 Day 35 103.56 30-90 Days L-5 373.66 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9839.31 Day 35 164.37 <30 Days L-6 531.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15539.39 Day 35 1047.78 30-90 Days L-7 1740.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12216.45 Day 35 878.80 30-90 Days L-8 1657.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2945.63 Day 35 27.44 <30 Days L-9 72.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6636.21 Day 35 459.17 Open LC-1 896.09 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15248.51 Day 35 901.28 Open LC-2 1413.15 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1956.22 Day 35 116.22 30-90 Days N-1 143.56 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 937.76 Day 35 113.46 Open N-2 21.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15801.76 Day 35 1685.12 Open N-3 2148.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6833.33 Day 35 96.36 91-180 Days N-4 427.73 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2908.60 Day 35 340.23 <30 Days N-5 395.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10211.84 Day 35 1024.43 <30 Days N-6 288.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6043.72 Day 35 185.49 Open N-7 443.13 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4614.33 Day 35 189.40 30-90 Days P-1 732.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4231.30 Day 35 212.09 91-180 Days P-2 699.64 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7410.63 Day 35 371.39 30-90 Days S-8 939.67 No Operations