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 14841.89 68 - 74 Days 1162.17 30-90 Days S-3-Q 1057.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8191.90 68 - 74 Days 803.20 91-180 Days S-4-Q 945.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1450.96 68 - 74 Days 138.92 30-90 Days CB-3-Q 153.61 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9617.30 68 - 74 Days 197.83 30-90 Days G-1-Q 954.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6302.17 68 - 74 Days 109.37 Open G-2-Q 426.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4639.83 68 - 74 Days 192.51 <30 Days G-3-Q 49.79 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10614.29 68 - 74 Days 433.13 Open S-5-Q 193.36 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14279.60 68 - 74 Days 1397.77 91-180 Days S-6-Q 1671.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10786.34 68 - 74 Days 454.91 91-180 Days S-7-Q 337.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12529.17 68 - 74 Days 1193.79 91-180 Days E-1-Q 568.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9273.44 68 - 74 Days 845.16 30-90 Days E-2-Q 1044.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13164.50 68 - 74 Days 467.28 Open IG-1-Q 320.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14968.29 68 - 74 Days 1050.11 91-180 Days IG-2-Q 911.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6081.39 68 - 74 Days 832.97 30-90 Days C-1 174.12 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7773.30 68 - 74 Days 916.87 Open CB-4 490.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4842.29 68 - 74 Days 509.28 <30 Days E-10 545.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7921.21 68 - 74 Days 947.54 <30 Days E-3 1388.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9181.10 68 - 74 Days 151.66 Open E-4 1680.86 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14953.18 68 - 74 Days 1186.58 <30 Days E-5 658.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8092.87 68 - 74 Days 222.79 91-180 Days E-6 1256.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10361.56 68 - 74 Days 63.39 Open E-7 285.01 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5730.22 68 - 74 Days 787.90 <30 Days E-8 1131.21 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2029.32 68 - 74 Days 61.10 Open E-9 6.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1317.51 68 - 74 Days 151.90 30-90 Days G-4 63.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4030.20 68 - 74 Days 28.69 <30 Days IG-3 627.90 No Operations