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 1644.76 Day 37 240.65 91-180 Days P-1 149.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15980.67 Day 37 1898.28 91-180 Days P-2 1381.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6141.42 Day 37 539.07 30-90 Days S-8 416.61 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3777.30 Day 37 29.43 Open Y-1 179.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7524.96 Day 37 1089.52 <30 Days Y-2 281.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5130.51 Day 37 546.34 <30 Days Y-3 215.36 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1720.14 Day 37 122.92 30-90 Days Y-4 222.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8709.67 Day 37 992.22 30-90 Days Z-1 1300.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12546.52 Day 37 312.71 <30 Days A-2 312.72 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4719.49 Day 37 51.14 30-90 Days A-3 669.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5954.94 Day 37 630.36 Open A-4 409.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1423.39 Day 37 135.17 <30 Days A-5 255.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3549.89 Day 37 304.30 <30 Days CB-1 63.41 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8137.40 Day 37 1022.02 <30 Days CB-2 857.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10976.85 Day 37 880.24 30-90 Days CB-3 870.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8460.93 Day 37 69.43 91-180 Days E-1 550.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8398.36 Day 37 224.04 <30 Days E-2 718.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2595.78 Day 37 25.39 <30 Days G-1 427.06 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4212.99 Day 37 144.02 91-180 Days G-2 654.09 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4769.97 Day 37 121.48 <30 Days G-3 165.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12412.22 Day 37 819.75 30-90 Days IG-1 2172.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4799.94 Day 37 614.64 91-180 Days IG-2 824.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7851.80 Day 37 718.55 30-90 Days S-1 262.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16784.93 Day 37 2375.29 Open S-2 343.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5969.97 Day 37 183.50 30-90 Days S-3 1051.89 Yes Liberty Capital Markets Inc. Legal