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 12801.80 Day 48 252.23 91-180 Days IG-2 1794.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13833.06 Day 48 638.08 <30 Days S-1 2504.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13157.89 Day 48 1126.20 91-180 Days S-2 2213.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5152.11 Day 48 112.58 30-90 Days S-3 110.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1124.88 Day 48 137.35 91-180 Days S-4 24.93 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4003.64 Day 48 473.47 <30 Days S-5 795.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1057.26 Day 48 21.01 <30 Days S-6 144.75 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2552.27 Day 48 274.15 91-180 Days S-7 161.48 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5648.24 Day 49 411.69 <30 Days A-0-Q 140.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7262.37 Day 49 154.53 Open A-1-Q 401.97 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6933.64 Day 49 572.78 91-180 Days A-2-Q 1327.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14267.41 Day 49 1847.08 30-90 Days A-3-Q 1918.07 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 974.70 Day 49 142.41 30-90 Days A-4-Q 4.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15269.26 Day 49 284.61 Open A-5-Q 327.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15104.00 Day 49 190.79 91-180 Days CB-1-Q 2876.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3543.95 Day 49 40.76 <30 Days CB-2-Q 123.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1940.94 Day 49 258.55 30-90 Days S-1-Q 255.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9394.14 Day 49 737.23 30-90 Days S-2-Q 568.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15312.62 Day 49 1442.07 <30 Days S-3-Q 2840.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7347.16 Day 49 372.21 Open S-4-Q 831.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15656.45 Day 49 477.25 Open CB-3-Q 2354.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16658.77 Day 49 1148.15 Open G-1-Q 2423.67 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7511.83 Day 49 235.36 30-90 Days G-2-Q 133.87 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12088.54 Day 49 1517.79 91-180 Days G-3-Q 1202.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5346.93 Day 49 537.63 30-90 Days S-5-Q 789.90 Yes Liberty Capital Markets Inc. Risk Management