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 16242.04 Day 52 359.13 30-90 Days L-9 371.98 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4744.99 Day 52 339.49 <30 Days LC-1 632.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15655.04 Day 52 259.39 91-180 Days LC-2 831.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1008.16 Day 52 149.40 91-180 Days N-1 75.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12406.90 Day 52 32.39 <30 Days N-2 744.80 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8399.51 Day 52 815.96 91-180 Days N-3 1219.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9718.48 Day 52 1359.46 30-90 Days N-4 162.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13965.63 Day 52 500.89 91-180 Days N-5 1055.15 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4448.96 Day 52 139.30 <30 Days N-6 574.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14722.54 Day 52 539.44 Open N-7 2368.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11734.65 Day 52 290.77 30-90 Days P-1 1090.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 746.45 Day 52 16.73 <30 Days P-2 3.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9824.97 Day 52 566.36 <30 Days S-8 809.38 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 676.58 Day 52 34.64 Open Y-1 33.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13466.83 Day 52 1059.73 91-180 Days Y-2 1176.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10159.05 Day 52 743.71 <30 Days Y-3 1187.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14570.40 Day 52 615.37 30-90 Days Y-4 1766.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 915.85 Day 52 45.23 91-180 Days Z-1 29.36 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3603.37 Day 52 220.02 30-90 Days A-2 113.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 775.13 Day 52 68.46 <30 Days A-3 41.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2813.71 Day 52 36.46 30-90 Days A-4 266.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14272.26 Day 52 738.30 <30 Days A-5 2838.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1960.43 Day 52 231.92 <30 Days CB-1 117.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9076.60 Day 52 742.66 30-90 Days CB-2 1661.37 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16827.39 Day 52 1663.12 30-90 Days CB-3 1431.04 Yes Liberty Capital Markets Inc. Finance