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 3766.20 Day 41 257.94 <30 Days A-4-Q 23.56 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17040.30 Day 41 2126.71 91-180 Days A-5-Q 1161.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3357.26 Day 41 422.08 <30 Days CB-1-Q 39.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 522.62 Day 41 51.29 <30 Days CB-2-Q 49.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 757.69 Day 41 17.68 Open S-1-Q 94.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12376.51 Day 41 637.09 30-90 Days S-2-Q 109.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11654.35 Day 41 1357.21 <30 Days S-3-Q 1998.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15271.06 Day 41 1614.54 Open S-4-Q 473.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14402.66 Day 41 600.48 30-90 Days CB-3-Q 1727.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7735.95 Day 41 589.23 91-180 Days G-1-Q 219.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11401.50 Day 41 1209.43 30-90 Days G-2-Q 901.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11526.66 Day 41 1519.59 <30 Days G-3-Q 1272.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17130.49 Day 41 500.44 91-180 Days S-5-Q 268.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15249.66 Day 41 1068.57 Open S-6-Q 983.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3910.66 Day 41 269.64 Open S-7-Q 398.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2324.87 Day 41 302.95 30-90 Days E-1-Q 324.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14970.93 Day 41 1251.29 <30 Days E-2-Q 1991.75 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2941.46 Day 41 22.91 91-180 Days IG-1-Q 253.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6583.62 Day 41 489.93 91-180 Days IG-2-Q 22.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7977.86 Day 41 693.49 <30 Days C-1 1046.69 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4050.14 Day 41 90.75 30-90 Days CB-4 323.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1097.66 Day 41 9.16 91-180 Days E-10 128.82 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2546.93 Day 41 161.31 30-90 Days E-3 198.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15526.90 Day 41 1699.95 91-180 Days E-4 2473.89 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2245.39 Day 41 42.80 91-180 Days E-5 410.05 Yes Liberty Wealth Management LLC Legal