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 2740.33 68 - 74 Days 174.08 Open P-1 472.62 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9982.41 68 - 74 Days 91.95 Open P-2 1890.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14564.43 68 - 74 Days 1029.69 91-180 Days S-8 1594.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2098.48 68 - 74 Days 314.43 30-90 Days Y-1 346.36 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6083.50 68 - 74 Days 835.73 30-90 Days Y-2 854.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13928.89 68 - 74 Days 1839.62 <30 Days Y-3 2612.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9024.95 68 - 74 Days 832.64 Open Y-4 1740.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14708.64 68 - 74 Days 1190.75 Open Z-1 385.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12598.23 68 - 74 Days 114.96 30-90 Days A-2 978.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 174.80 68 - 74 Days 23.05 91-180 Days A-3 9.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2746.79 68 - 74 Days 47.08 91-180 Days A-4 445.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10070.39 68 - 74 Days 402.39 91-180 Days A-5 291.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5118.43 68 - 74 Days 226.75 Open CB-1 50.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9950.14 68 - 74 Days 1232.26 30-90 Days CB-2 1696.52 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13273.73 68 - 74 Days 1790.30 Open CB-3 2467.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12039.68 68 - 74 Days 405.93 30-90 Days E-1 652.97 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1136.29 68 - 74 Days 29.82 30-90 Days E-2 209.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5616.96 68 - 74 Days 158.68 91-180 Days G-1 985.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15350.84 68 - 74 Days 0.81 <30 Days G-2 1717.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14366.82 68 - 74 Days 346.12 Open G-3 1183.24 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3671.45 68 - 74 Days 381.15 <30 Days IG-1 733.24 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7493.68 68 - 74 Days 634.31 91-180 Days IG-2 1237.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8500.36 68 - 74 Days 354.98 30-90 Days S-1 637.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13511.06 68 - 74 Days 1611.85 30-90 Days S-2 235.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9342.66 68 - 74 Days 842.36 91-180 Days S-3 70.14 No Operations