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 4945.82 Day 35 477.69 30-90 Days S-7 816.50 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10928.19 Day 36 328.57 Open A-0-Q 1739.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7559.45 Day 36 791.70 Open A-1-Q 600.48 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10629.54 Day 36 527.87 91-180 Days A-2-Q 2083.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10517.51 Day 36 1133.33 91-180 Days A-3-Q 1503.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2122.09 Day 36 149.57 Open A-4-Q 351.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14156.29 Day 36 1586.22 91-180 Days A-5-Q 901.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5949.46 Day 36 433.01 91-180 Days CB-1-Q 518.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11238.43 Day 36 471.21 30-90 Days CB-2-Q 1327.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7170.19 Day 36 115.30 30-90 Days S-1-Q 391.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6659.94 Day 36 704.75 30-90 Days S-2-Q 1255.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6880.23 Day 36 531.95 91-180 Days S-3-Q 631.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4734.17 Day 36 346.76 Open S-4-Q 612.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17087.06 Day 36 1482.61 91-180 Days CB-3-Q 2723.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12265.25 Day 36 654.11 30-90 Days G-1-Q 2031.22 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14949.81 Day 36 365.14 Open G-2-Q 2574.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5112.36 Day 36 72.33 Open G-3-Q 766.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8576.41 Day 36 1194.56 30-90 Days S-5-Q 1068.20 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3969.93 Day 36 440.19 <30 Days S-6-Q 147.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9668.10 Day 36 914.32 91-180 Days S-7-Q 419.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5977.72 Day 36 55.65 Open E-1-Q 825.43 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15509.72 Day 36 416.08 <30 Days E-2-Q 2013.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10995.91 Day 36 1064.77 <30 Days IG-1-Q 2151.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15802.83 Day 36 2322.85 Open IG-2-Q 1046.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10929.14 Day 36 87.94 <30 Days C-1 1993.11 No Operations