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 13111.51 75 - 82 Days 1076.23 91-180 Days L-5 418.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14744.40 75 - 82 Days 982.04 91-180 Days L-6 699.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2269.40 75 - 82 Days 10.23 <30 Days L-7 207.63 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 60.57 75 - 82 Days 4.39 30-90 Days L-8 0.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8126.47 75 - 82 Days 80.28 <30 Days L-9 793.30 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12982.00 75 - 82 Days 1167.63 91-180 Days LC-1 615.30 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2803.07 75 - 82 Days 215.50 Open LC-2 15.35 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 515.37 75 - 82 Days 5.44 91-180 Days N-1 57.27 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5588.41 75 - 82 Days 442.28 91-180 Days N-2 81.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 341.42 75 - 82 Days 16.42 30-90 Days N-3 43.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6930.41 75 - 82 Days 954.62 Open N-4 521.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14393.37 75 - 82 Days 1637.06 30-90 Days N-5 1179.91 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4231.64 75 - 82 Days 175.57 91-180 Days N-6 401.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11658.84 75 - 82 Days 1070.56 <30 Days N-7 2003.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10074.17 75 - 82 Days 962.13 30-90 Days P-1 920.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5611.35 75 - 82 Days 32.14 Open P-2 1012.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7454.30 75 - 82 Days 962.17 91-180 Days S-8 951.16 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12475.79 75 - 82 Days 1698.62 <30 Days Y-1 779.34 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 27.71 75 - 82 Days 3.98 30-90 Days Y-2 1.32 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5778.04 75 - 82 Days 60.13 30-90 Days Y-3 960.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4458.68 75 - 82 Days 368.25 91-180 Days Y-4 714.91 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8461.21 75 - 82 Days 571.79 30-90 Days Z-1 1392.94 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6081.45 75 - 82 Days 327.54 Open A-2 270.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14114.51 75 - 82 Days 1615.11 91-180 Days A-3 258.42 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3179.50 75 - 82 Days 234.14 91-180 Days A-4 420.45 Yes Liberty Wealth Management LLC Finance