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 7850.77 Day 50 123.76 Open G-2 1343.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6773.31 Day 50 895.13 91-180 Days G-3 898.90 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2423.94 Day 50 229.72 <30 Days IG-1 125.21 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10073.30 Day 50 397.74 Open IG-2 24.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9433.44 Day 50 243.05 91-180 Days S-1 379.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15799.36 Day 50 176.03 91-180 Days S-2 1490.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4926.77 Day 50 698.92 91-180 Days S-3 224.47 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8725.32 Day 50 872.29 Open S-4 146.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 100.94 Day 50 0.94 91-180 Days S-5 16.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11883.37 Day 50 1059.34 <30 Days S-6 310.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1721.85 Day 50 117.36 <30 Days S-7 53.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8093.50 Day 51 354.01 30-90 Days A-0-Q 718.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7611.36 Day 51 277.62 Open A-1-Q 652.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1474.82 Day 51 40.09 91-180 Days A-2-Q 138.50 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4791.15 Day 51 12.89 Open A-3-Q 169.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4282.18 Day 51 602.32 <30 Days A-4-Q 782.57 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 457.99 Day 51 7.70 Open A-5-Q 76.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12367.92 Day 51 519.03 Open CB-1-Q 118.59 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12073.27 Day 51 1135.24 Open CB-2-Q 1902.43 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7970.28 Day 51 412.08 Open S-1-Q 256.48 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11508.95 Day 51 114.39 <30 Days S-2-Q 1028.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8737.34 Day 51 785.65 30-90 Days S-3-Q 1535.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9106.17 Day 51 909.86 Open S-4-Q 542.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10934.44 Day 51 370.58 <30 Days CB-3-Q 1275.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15379.61 Day 51 1774.22 <30 Days G-1-Q 2763.09 Yes Liberty Mortgage Services Corp. Legal