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 13327.35 61 - 67 Days 1480.00 <30 Days CB-3 1542.63 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5763.70 61 - 67 Days 503.34 Open E-1 407.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8620.76 61 - 67 Days 421.46 <30 Days E-2 1513.64 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14122.59 61 - 67 Days 779.73 <30 Days G-1 2599.91 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16608.87 61 - 67 Days 1134.57 Open G-2 1792.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6283.65 61 - 67 Days 118.75 Open G-3 1059.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1642.03 61 - 67 Days 168.49 Open IG-1 88.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2867.05 61 - 67 Days 373.76 <30 Days IG-2 187.48 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2834.70 61 - 67 Days 285.82 30-90 Days S-1 73.58 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12136.45 61 - 67 Days 417.26 Open S-2 939.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2696.68 61 - 67 Days 8.98 Open S-3 29.27 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12495.15 61 - 67 Days 66.45 30-90 Days S-4 2414.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5162.79 61 - 67 Days 206.57 91-180 Days S-5 204.45 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1996.78 61 - 67 Days 98.35 Open S-6 125.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8976.23 61 - 67 Days 0.51 30-90 Days S-7 1619.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9656.10 68 - 74 Days 1016.30 Open A-0-Q 924.94 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10242.65 68 - 74 Days 1366.87 Open A-1-Q 1280.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7201.31 68 - 74 Days 159.45 Open A-2-Q 356.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15058.84 68 - 74 Days 1656.13 91-180 Days A-3-Q 2053.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15362.63 68 - 74 Days 2246.04 Open A-4-Q 122.23 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14915.63 68 - 74 Days 1191.97 <30 Days A-5-Q 2185.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12796.17 68 - 74 Days 270.25 30-90 Days CB-1-Q 1647.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12091.11 68 - 74 Days 122.02 Open CB-2-Q 443.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5633.43 68 - 74 Days 579.68 Open S-1-Q 478.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6798.21 68 - 74 Days 593.90 <30 Days S-2-Q 753.72 No Treasury