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 1448.65 68 - 74 Days 57.54 Open S-4 245.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1263.87 68 - 74 Days 90.29 <30 Days S-5 8.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9320.67 68 - 74 Days 495.89 30-90 Days S-6 871.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5147.91 68 - 74 Days 52.01 30-90 Days S-7 73.89 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11431.94 75 - 82 Days 1712.80 91-180 Days A-0-Q 2021.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 779.44 75 - 82 Days 64.50 30-90 Days A-1-Q 40.24 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17021.16 75 - 82 Days 305.40 <30 Days A-2-Q 462.34 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 553.09 75 - 82 Days 45.31 30-90 Days A-3-Q 24.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14661.32 75 - 82 Days 449.10 91-180 Days A-4-Q 1709.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9210.30 75 - 82 Days 658.44 91-180 Days A-5-Q 1300.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16553.27 75 - 82 Days 2438.88 Open CB-1-Q 2751.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7662.36 75 - 82 Days 177.23 <30 Days CB-2-Q 1011.84 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 723.36 75 - 82 Days 99.96 <30 Days S-1-Q 70.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 335.57 75 - 82 Days 31.13 <30 Days S-2-Q 5.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7094.58 75 - 82 Days 97.04 91-180 Days S-3-Q 1015.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1713.08 75 - 82 Days 225.38 <30 Days S-4-Q 51.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16396.42 75 - 82 Days 205.33 91-180 Days CB-3-Q 2738.47 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8996.94 75 - 82 Days 938.75 91-180 Days G-1-Q 1604.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1827.82 75 - 82 Days 175.55 91-180 Days G-2-Q 348.56 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7517.02 75 - 82 Days 651.46 Open G-3-Q 859.15 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8223.88 75 - 82 Days 512.08 91-180 Days S-5-Q 810.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3350.70 75 - 82 Days 183.79 91-180 Days S-6-Q 115.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14392.05 75 - 82 Days 1864.49 <30 Days S-7-Q 1482.12 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15030.65 75 - 82 Days 365.81 30-90 Days E-1-Q 2884.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1234.54 75 - 82 Days 20.59 Open E-2-Q 121.94 No Legal