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 12825.69 Day 57 601.06 91-180 Days IG-1 1041.32 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5626.70 Day 57 341.79 <30 Days IG-2 28.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12657.29 Day 57 172.43 <30 Days S-1 1021.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11917.19 Day 57 1393.23 91-180 Days S-2 2267.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 366.88 Day 57 47.98 91-180 Days S-3 15.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9909.52 Day 57 215.67 91-180 Days S-4 1001.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15972.77 Day 57 127.38 30-90 Days S-5 2247.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1491.52 Day 57 130.01 30-90 Days S-6 294.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2788.34 Day 57 307.95 Open S-7 489.40 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7591.90 Day 58 1042.90 <30 Days A-0-Q 393.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12508.36 Day 58 707.93 30-90 Days A-1-Q 1374.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 536.49 Day 58 21.96 <30 Days A-2-Q 50.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5997.34 Day 58 419.80 91-180 Days A-3-Q 389.40 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4007.39 Day 58 275.44 91-180 Days A-4-Q 349.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1358.45 Day 58 171.00 <30 Days A-5-Q 241.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14876.11 Day 58 1908.71 30-90 Days CB-1-Q 2561.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9770.18 Day 58 521.33 Open CB-2-Q 885.71 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15342.31 Day 58 1588.04 30-90 Days S-1-Q 1481.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8918.03 Day 58 12.12 <30 Days S-2-Q 285.26 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1181.58 Day 58 61.38 Open S-3-Q 93.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10772.50 Day 58 367.28 <30 Days S-4-Q 1822.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12582.94 Day 58 1232.88 Open CB-3-Q 592.50 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6686.40 Day 58 287.46 <30 Days G-1-Q 361.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11057.01 Day 58 1230.30 91-180 Days G-2-Q 2160.66 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16992.83 Day 58 1237.45 <30 Days G-3-Q 3299.05 Yes Liberty National Bank Operations