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 8622.87 61 - 67 Days 947.97 <30 Days L-8 938.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3595.13 61 - 67 Days 223.44 <30 Days L-9 83.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10994.33 61 - 67 Days 612.74 Open LC-1 1243.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17134.57 61 - 67 Days 909.70 <30 Days LC-2 1833.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4712.34 61 - 67 Days 473.99 91-180 Days N-1 692.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5660.25 61 - 67 Days 625.85 <30 Days N-2 1030.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16551.27 61 - 67 Days 18.53 91-180 Days N-3 398.65 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2750.17 61 - 67 Days 316.09 <30 Days N-4 431.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 55.82 61 - 67 Days 1.26 <30 Days N-5 3.83 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3952.61 61 - 67 Days 132.97 Open N-6 216.94 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9820.88 61 - 67 Days 1407.41 91-180 Days N-7 879.52 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1358.58 61 - 67 Days 63.35 <30 Days P-1 175.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1512.86 61 - 67 Days 182.57 30-90 Days P-2 232.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3727.48 61 - 67 Days 13.75 <30 Days S-8 262.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4250.48 61 - 67 Days 73.57 30-90 Days Y-1 122.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13472.50 61 - 67 Days 1668.91 Open Y-2 2330.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5246.08 61 - 67 Days 126.61 91-180 Days Y-3 405.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12512.86 61 - 67 Days 683.63 <30 Days Y-4 1764.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11492.34 61 - 67 Days 1441.92 30-90 Days Z-1 237.57 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3701.31 61 - 67 Days 331.04 Open A-2 196.26 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7789.39 61 - 67 Days 623.74 91-180 Days A-3 904.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3518.87 61 - 67 Days 290.01 <30 Days A-4 196.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11521.04 61 - 67 Days 1070.21 30-90 Days A-5 1191.14 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12363.55 61 - 67 Days 1400.88 30-90 Days CB-1 132.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 844.77 61 - 67 Days 39.24 <30 Days CB-2 28.70 Yes Liberty National Bank Finance