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 10224.31 Day 59 507.63 <30 Days A-2-Q 34.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5591.01 Day 59 57.34 91-180 Days A-3-Q 778.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4543.20 Day 59 512.72 91-180 Days A-4-Q 848.70 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4898.75 Day 59 232.12 Open A-5-Q 946.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10956.64 Day 59 393.03 <30 Days CB-1-Q 1132.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16232.65 Day 59 1322.42 91-180 Days CB-2-Q 2498.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13108.00 Day 59 1793.84 Open S-1-Q 683.19 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12226.73 Day 59 467.67 <30 Days S-2-Q 1412.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11128.19 Day 59 448.90 30-90 Days S-3-Q 356.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1898.39 Day 59 179.94 Open S-4-Q 14.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11198.21 Day 59 1490.39 <30 Days CB-3-Q 1898.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 273.23 Day 59 9.73 <30 Days G-1-Q 42.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4470.06 Day 59 275.83 30-90 Days G-2-Q 788.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8429.13 Day 59 578.97 <30 Days G-3-Q 736.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9231.35 Day 59 1161.30 91-180 Days S-5-Q 298.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1159.24 Day 59 152.16 Open S-6-Q 212.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3971.42 Day 59 417.92 <30 Days S-7-Q 367.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14258.03 Day 59 480.12 30-90 Days E-1-Q 2102.48 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11478.11 Day 59 1532.21 30-90 Days E-2-Q 1716.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12514.15 Day 59 1230.32 30-90 Days IG-1-Q 1873.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8059.06 Day 59 413.61 30-90 Days IG-2-Q 462.53 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15809.16 Day 59 1939.55 Open C-1 1674.20 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14107.18 Day 59 505.81 30-90 Days CB-4 1462.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13383.40 Day 59 1461.06 91-180 Days E-10 815.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1141.30 Day 59 109.07 <30 Days E-3 6.23 Yes Liberty Wealth Management LLC Treasury