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 No 4141.41 Day 37 137.75 Open S-3-Q 501.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8842.53 Day 37 567.16 <30 Days S-4-Q 423.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5613.69 Day 37 685.82 30-90 Days CB-3-Q 213.51 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16892.22 Day 37 2375.99 <30 Days G-1-Q 2739.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6594.60 Day 37 262.07 91-180 Days G-2-Q 804.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2609.71 Day 37 150.99 91-180 Days G-3-Q 185.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3758.99 Day 37 138.84 30-90 Days S-5-Q 229.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9050.85 Day 37 808.05 Open S-6-Q 1709.04 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13048.45 Day 37 1895.23 30-90 Days S-7-Q 973.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1684.50 Day 37 57.83 <30 Days E-1-Q 59.90 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3183.67 Day 37 50.34 Open E-2-Q 577.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3307.99 Day 37 343.98 30-90 Days IG-1-Q 86.39 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 514.35 Day 37 44.00 <30 Days IG-2-Q 14.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10370.59 Day 37 490.60 Open C-1 1511.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10730.77 Day 37 1320.83 Open CB-4 813.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4929.66 Day 37 380.37 <30 Days E-10 246.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1451.79 Day 37 123.38 91-180 Days E-3 59.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3118.14 Day 37 407.46 Open E-4 319.56 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3301.66 Day 37 58.32 91-180 Days E-5 401.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15522.48 Day 37 303.78 <30 Days E-6 1366.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7530.62 Day 37 973.82 30-90 Days E-7 1060.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5865.22 Day 37 876.63 91-180 Days E-8 30.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6068.14 Day 37 664.35 30-90 Days E-9 296.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9105.82 Day 37 476.58 Open G-4 85.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8588.05 Day 37 1142.58 30-90 Days IG-3 528.81 Yes Liberty Mortgage Services Corp. Operations