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 16633.30 75 - 82 Days 2138.25 <30 Days IG-1-Q 2856.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3791.48 75 - 82 Days 297.11 Open IG-2-Q 631.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11135.26 75 - 82 Days 1130.09 30-90 Days C-1 904.62 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16761.95 75 - 82 Days 1065.20 30-90 Days CB-4 2094.70 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13226.02 75 - 82 Days 11.25 Open E-10 1537.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5471.08 75 - 82 Days 252.53 <30 Days E-3 387.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16153.90 75 - 82 Days 2237.83 30-90 Days E-4 2179.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6642.44 75 - 82 Days 152.20 91-180 Days E-5 871.99 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12840.40 75 - 82 Days 374.15 91-180 Days E-6 1122.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8869.56 75 - 82 Days 1159.17 <30 Days E-7 496.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11179.45 75 - 82 Days 985.48 91-180 Days E-8 2121.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15160.80 75 - 82 Days 985.01 Open E-9 2595.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3547.25 75 - 82 Days 200.58 Open G-4 33.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9715.48 75 - 82 Days 1276.93 30-90 Days IG-3 677.82 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4219.84 75 - 82 Days 427.47 30-90 Days IG-4 312.15 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14449.83 75 - 82 Days 935.25 30-90 Days IG-5 419.67 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14300.59 75 - 82 Days 1648.60 91-180 Days IG-6 1225.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3432.18 75 - 82 Days 447.49 91-180 Days IG-7 261.65 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6071.99 75 - 82 Days 545.81 Open IG-8 505.81 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14396.42 75 - 82 Days 1468.91 30-90 Days L-1 2658.19 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4504.92 75 - 82 Days 204.51 30-90 Days L-10 392.84 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17053.58 75 - 82 Days 1366.55 <30 Days L-11 1158.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12654.93 75 - 82 Days 576.27 <30 Days L-2 2144.07 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14616.06 75 - 82 Days 77.21 Open L-3 2459.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 52.38 75 - 82 Days 4.92 <30 Days L-4 5.92 No Finance