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 13380.79 Day 56 456.05 <30 Days E-1-Q 1313.19 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1759.33 Day 56 228.20 30-90 Days E-2-Q 122.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15757.07 Day 56 2258.25 <30 Days IG-1-Q 802.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10564.60 Day 56 1353.99 91-180 Days IG-2-Q 385.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1272.67 Day 56 62.50 Open C-1 108.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2115.70 Day 56 211.37 91-180 Days CB-4 89.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2620.17 Day 56 0.27 91-180 Days E-10 115.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13981.50 Day 56 709.93 <30 Days E-3 2215.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2345.20 Day 56 41.77 Open E-4 109.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6689.11 Day 56 845.44 Open E-5 582.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16782.70 Day 56 632.48 <30 Days E-6 2078.07 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13194.49 Day 56 1831.48 91-180 Days E-7 2574.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6592.64 Day 56 579.17 91-180 Days E-8 809.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7886.95 Day 56 715.28 <30 Days E-9 264.22 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14994.32 Day 56 2.15 30-90 Days G-4 2487.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 559.48 Day 56 20.06 <30 Days IG-3 76.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17050.59 Day 56 2053.93 30-90 Days IG-4 3146.84 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7774.56 Day 56 1010.68 <30 Days IG-5 849.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12972.18 Day 56 729.13 91-180 Days IG-6 2442.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2584.73 Day 56 310.09 91-180 Days IG-7 459.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11347.10 Day 56 28.41 30-90 Days IG-8 1202.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3004.67 Day 56 148.91 30-90 Days L-1 127.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13154.50 Day 56 1265.72 Open L-10 2236.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3871.34 Day 56 270.17 30-90 Days L-11 328.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2443.12 Day 56 199.91 30-90 Days L-2 317.15 No Treasury