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 7714.55 75 - 82 Days 67.13 Open A-5 792.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8021.78 75 - 82 Days 892.34 <30 Days CB-1 401.71 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11702.27 75 - 82 Days 346.04 91-180 Days CB-2 1488.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9217.92 75 - 82 Days 780.41 Open CB-3 1260.02 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14010.41 75 - 82 Days 425.34 <30 Days E-1 2094.70 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 135.50 75 - 82 Days 1.73 Open E-2 4.64 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13805.77 75 - 82 Days 1443.00 91-180 Days G-1 2547.87 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5168.70 75 - 82 Days 408.91 91-180 Days G-2 903.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4258.69 75 - 82 Days 329.56 91-180 Days G-3 319.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15491.20 75 - 82 Days 1243.58 30-90 Days IG-1 745.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14119.96 75 - 82 Days 130.69 91-180 Days IG-2 1664.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2430.39 75 - 82 Days 351.23 Open S-1 29.89 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9071.23 75 - 82 Days 1105.92 91-180 Days S-2 537.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10471.40 75 - 82 Days 1010.71 <30 Days S-3 998.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16559.97 75 - 82 Days 2050.20 <30 Days S-4 721.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16258.69 75 - 82 Days 198.90 91-180 Days S-5 1632.53 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15696.27 75 - 82 Days 232.68 <30 Days S-6 222.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6461.74 75 - 82 Days 576.98 30-90 Days S-7 865.07 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1488.15 83 - 90 Days 56.03 <30 Days A-0-Q 82.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17067.54 83 - 90 Days 2361.15 30-90 Days A-1-Q 2873.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8838.34 83 - 90 Days 500.19 91-180 Days A-2-Q 1739.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16896.62 83 - 90 Days 2481.44 30-90 Days A-3-Q 267.44 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7387.18 83 - 90 Days 768.94 <30 Days A-4-Q 109.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2461.05 83 - 90 Days 228.59 <30 Days A-5-Q 266.64 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12817.82 83 - 90 Days 1668.39 <30 Days CB-1-Q 1853.33 No Legal