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 15695.37 Day 46 652.88 91-180 Days S-3 1384.35 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10101.58 Day 46 1069.88 Open S-4 1931.92 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10114.16 Day 46 351.86 91-180 Days S-5 379.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15527.50 Day 46 2212.08 30-90 Days S-6 1384.77 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7715.21 Day 46 637.44 <30 Days S-7 793.04 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3740.30 Day 47 251.35 <30 Days A-0-Q 227.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9496.93 Day 47 605.39 Open A-1-Q 475.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6917.92 Day 47 527.10 <30 Days A-2-Q 33.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7168.14 Day 47 299.65 91-180 Days A-3-Q 685.29 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8375.55 Day 47 1127.45 <30 Days A-4-Q 40.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16158.13 Day 47 2353.44 Open A-5-Q 1326.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5190.17 Day 47 17.97 <30 Days CB-1-Q 861.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12642.96 Day 47 1097.77 30-90 Days CB-2-Q 712.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8665.35 Day 47 101.31 91-180 Days S-1-Q 794.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 945.94 Day 47 136.27 <30 Days S-2-Q 97.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8368.16 Day 47 169.96 30-90 Days S-3-Q 1487.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15107.60 Day 47 97.88 <30 Days S-4-Q 780.42 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4924.62 Day 47 591.80 <30 Days CB-3-Q 731.00 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9999.95 Day 47 1118.75 91-180 Days G-1-Q 1635.35 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4981.99 Day 47 361.49 91-180 Days G-2-Q 149.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3616.24 Day 47 317.06 Open G-3-Q 691.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7246.38 Day 47 155.40 30-90 Days S-5-Q 1013.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13211.94 Day 47 1318.10 Open S-6-Q 1486.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7644.13 Day 47 693.09 91-180 Days S-7-Q 861.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7381.45 Day 47 848.32 91-180 Days E-1-Q 414.49 No Risk Management