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 11801.88 61 - 67 Days 398.73 91-180 Days CB-4 158.91 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4894.86 61 - 67 Days 642.39 91-180 Days E-10 8.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14003.68 61 - 67 Days 481.18 <30 Days E-3 2292.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 649.44 61 - 67 Days 44.14 Open E-4 37.93 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16592.80 61 - 67 Days 1657.81 30-90 Days E-5 2207.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4850.63 61 - 67 Days 643.96 30-90 Days E-6 342.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13704.76 61 - 67 Days 1107.66 Open E-7 2427.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4473.50 61 - 67 Days 359.81 91-180 Days E-8 117.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5743.01 61 - 67 Days 493.86 91-180 Days E-9 662.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10633.11 61 - 67 Days 1248.19 Open G-4 1385.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8043.66 61 - 67 Days 722.42 Open IG-3 1077.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14326.70 61 - 67 Days 1135.12 Open IG-4 505.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9239.10 61 - 67 Days 840.24 91-180 Days IG-5 103.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 567.06 61 - 67 Days 24.64 91-180 Days IG-6 26.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3707.74 61 - 67 Days 34.87 91-180 Days IG-7 348.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15378.75 61 - 67 Days 1843.69 30-90 Days IG-8 1326.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2866.27 61 - 67 Days 25.20 <30 Days L-1 404.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7901.41 61 - 67 Days 141.08 30-90 Days L-10 407.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13555.14 61 - 67 Days 1602.87 30-90 Days L-11 891.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 21.83 61 - 67 Days 0.27 91-180 Days L-2 1.24 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9834.87 61 - 67 Days 1010.76 91-180 Days L-3 836.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 131.41 61 - 67 Days 14.26 <30 Days L-4 11.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6151.40 61 - 67 Days 46.50 Open L-5 986.87 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13966.44 61 - 67 Days 1085.17 30-90 Days L-6 28.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7163.40 61 - 67 Days 1019.69 <30 Days L-7 162.96 No Legal