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 11840.64 Day 60 1357.28 30-90 Days S-7 1726.79 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7079.14 61 - 67 Days 219.69 30-90 Days A-0-Q 282.26 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12908.49 61 - 67 Days 1293.15 30-90 Days A-1-Q 1992.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11573.58 61 - 67 Days 527.65 91-180 Days A-2-Q 452.91 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1839.42 61 - 67 Days 79.23 30-90 Days A-3-Q 67.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3161.12 61 - 67 Days 469.16 91-180 Days A-4-Q 234.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2012.17 61 - 67 Days 284.70 <30 Days A-5-Q 166.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13981.52 61 - 67 Days 1260.86 <30 Days CB-1-Q 1194.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1396.64 61 - 67 Days 40.88 Open CB-2-Q 171.78 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4793.76 61 - 67 Days 478.57 30-90 Days S-1-Q 123.00 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13853.84 61 - 67 Days 729.53 91-180 Days S-2-Q 136.27 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16950.84 61 - 67 Days 1380.54 30-90 Days S-3-Q 1316.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7051.74 61 - 67 Days 854.00 Open S-4-Q 1185.27 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14704.49 61 - 67 Days 1424.35 30-90 Days CB-3-Q 1952.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7792.65 61 - 67 Days 194.85 30-90 Days G-1-Q 523.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 897.74 61 - 67 Days 79.56 91-180 Days G-2-Q 105.41 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13448.57 61 - 67 Days 1533.07 <30 Days G-3-Q 2053.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3798.80 61 - 67 Days 352.61 91-180 Days S-5-Q 65.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4041.50 61 - 67 Days 313.35 Open S-6-Q 325.48 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6263.66 61 - 67 Days 435.67 Open S-7-Q 1011.20 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13026.14 61 - 67 Days 1128.81 91-180 Days E-1-Q 218.78 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3339.02 61 - 67 Days 216.51 Open E-2-Q 121.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5400.04 61 - 67 Days 774.31 <30 Days IG-1-Q 895.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9107.18 61 - 67 Days 20.37 Open IG-2-Q 1349.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9940.17 61 - 67 Days 128.51 30-90 Days C-1 435.90 No Finance