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 3222.26 83 - 90 Days 135.55 <30 Days CB-2-Q 79.51 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14461.96 83 - 90 Days 250.78 30-90 Days S-1-Q 84.28 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8222.00 83 - 90 Days 832.98 91-180 Days S-2-Q 12.17 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10736.60 83 - 90 Days 1398.87 91-180 Days S-3-Q 221.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7588.98 83 - 90 Days 883.07 30-90 Days S-4-Q 593.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1494.59 83 - 90 Days 77.66 <30 Days CB-3-Q 183.93 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16627.30 83 - 90 Days 1874.24 Open G-1-Q 40.55 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11038.06 83 - 90 Days 510.89 91-180 Days G-2-Q 1073.81 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4197.31 83 - 90 Days 70.99 Open G-3-Q 643.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5731.44 83 - 90 Days 785.18 91-180 Days S-5-Q 496.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12050.86 83 - 90 Days 775.40 91-180 Days S-6-Q 1369.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1404.84 83 - 90 Days 179.72 <30 Days S-7-Q 106.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8825.97 83 - 90 Days 283.04 Open E-1-Q 400.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16565.98 83 - 90 Days 1479.73 30-90 Days E-2-Q 1213.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7814.37 83 - 90 Days 718.73 91-180 Days IG-1-Q 502.14 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5451.41 83 - 90 Days 569.82 <30 Days IG-2-Q 905.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14645.22 83 - 90 Days 758.56 91-180 Days C-1 551.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7102.72 83 - 90 Days 461.98 <30 Days CB-4 1328.65 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15018.71 83 - 90 Days 319.06 Open E-10 2822.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1158.32 83 - 90 Days 113.41 91-180 Days E-3 183.08 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9640.04 83 - 90 Days 506.34 <30 Days E-4 1683.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 777.40 83 - 90 Days 0.38 Open E-5 112.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5005.26 83 - 90 Days 386.30 <30 Days E-6 118.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4070.56 83 - 90 Days 213.60 <30 Days E-7 677.35 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7464.16 83 - 90 Days 523.42 <30 Days E-8 31.32 Yes Liberty Wealth Management LLC Legal