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 6337.03 Day 43 749.78 91-180 Days A-1-Q 92.25 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8493.92 Day 43 223.59 Open A-2-Q 215.85 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11460.11 Day 43 980.37 91-180 Days A-3-Q 2145.45 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5770.15 Day 43 431.77 Open A-4-Q 787.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5878.26 Day 43 359.67 Open A-5-Q 579.15 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9390.94 Day 43 822.70 30-90 Days CB-1-Q 1650.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15263.01 Day 43 706.32 <30 Days CB-2-Q 2811.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 822.86 Day 43 72.03 <30 Days S-1-Q 159.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15633.77 Day 43 1297.89 30-90 Days S-2-Q 1008.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6308.55 Day 43 687.20 <30 Days S-3-Q 778.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6894.63 Day 43 969.92 30-90 Days S-4-Q 361.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14134.80 Day 43 53.32 Open CB-3-Q 204.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12142.56 Day 43 1234.63 <30 Days G-1-Q 1501.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4930.18 Day 43 71.71 30-90 Days G-2-Q 692.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9779.10 Day 43 887.88 91-180 Days G-3-Q 321.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5464.72 Day 43 434.20 <30 Days S-5-Q 976.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4760.58 Day 43 147.76 30-90 Days S-6-Q 646.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13640.86 Day 43 595.90 <30 Days S-7-Q 1313.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2754.38 Day 43 159.43 91-180 Days E-1-Q 225.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8624.59 Day 43 1181.36 91-180 Days E-2-Q 1096.77 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7459.77 Day 43 784.19 <30 Days IG-1-Q 301.44 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2509.83 Day 43 4.39 <30 Days IG-2-Q 186.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4460.51 Day 43 485.69 30-90 Days C-1 529.29 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3238.54 Day 43 427.64 <30 Days CB-4 370.51 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8752.64 Day 43 485.32 91-180 Days E-10 1307.63 Yes Liberty National Bank Risk Management