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 6095.33 Day 41 270.95 30-90 Days G-3 758.50 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12185.47 Day 41 1273.45 91-180 Days IG-1 532.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11786.91 Day 41 1367.37 <30 Days IG-2 1528.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12744.65 Day 41 674.74 <30 Days S-1 1004.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12537.03 Day 41 1224.42 91-180 Days S-2 1387.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5095.56 Day 41 261.63 Open S-3 322.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 168.50 Day 41 2.53 Open S-4 32.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4420.66 Day 41 560.30 Open S-5 878.95 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9889.13 Day 41 320.72 91-180 Days S-6 107.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 380.84 Day 41 14.91 Open S-7 58.54 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11117.88 Day 42 1392.20 91-180 Days A-0-Q 360.80 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7336.67 Day 42 699.44 91-180 Days A-1-Q 1150.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 902.61 Day 42 7.72 91-180 Days A-2-Q 30.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13779.84 Day 42 735.59 Open A-3-Q 2182.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3310.79 Day 42 430.88 91-180 Days A-4-Q 581.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1457.38 Day 42 169.47 30-90 Days A-5-Q 26.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15707.95 Day 42 1143.68 91-180 Days CB-1-Q 1726.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14945.16 Day 42 852.74 <30 Days CB-2-Q 2408.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3094.78 Day 42 387.64 30-90 Days S-1-Q 70.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4329.62 Day 42 99.40 30-90 Days S-2-Q 312.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 226.24 Day 42 27.85 Open S-3-Q 19.61 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13877.49 Day 42 1985.58 Open S-4-Q 1407.40 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13842.23 Day 42 1392.96 Open CB-3-Q 1722.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5743.13 Day 42 378.23 30-90 Days G-1-Q 220.99 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15023.31 Day 42 354.19 91-180 Days G-2-Q 2926.17 Yes Liberty Mortgage Services Corp. Risk Management