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 7756.67 83 - 90 Days 55.54 Open S-1 1364.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16683.08 83 - 90 Days 178.39 91-180 Days S-2 1163.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11369.49 83 - 90 Days 441.66 91-180 Days S-3 1170.96 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13134.78 83 - 90 Days 1507.16 30-90 Days S-4 554.95 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14843.27 83 - 90 Days 430.72 Open S-5 1330.02 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 380.17 83 - 90 Days 9.69 91-180 Days S-6 20.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15730.57 83 - 90 Days 1566.12 Open S-7 1622.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4571.13 91 - 120 Days 407.75 <30 Days A-0-Q 38.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7308.07 91 - 120 Days 910.87 <30 Days A-1-Q 27.46 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15243.07 91 - 120 Days 1999.22 91-180 Days A-2-Q 2547.61 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8848.66 91 - 120 Days 400.31 30-90 Days A-3-Q 1251.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4410.46 91 - 120 Days 415.67 <30 Days A-4-Q 66.66 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7698.95 91 - 120 Days 999.48 <30 Days A-5-Q 798.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5896.99 91 - 120 Days 125.24 Open CB-1-Q 684.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15824.17 91 - 120 Days 1793.30 91-180 Days CB-2-Q 2935.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11338.58 91 - 120 Days 225.45 Open S-1-Q 1842.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3228.76 91 - 120 Days 96.41 <30 Days S-2-Q 299.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5942.37 91 - 120 Days 309.92 91-180 Days S-3-Q 1141.38 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10058.35 91 - 120 Days 1075.90 <30 Days S-4-Q 846.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4670.90 91 - 120 Days 636.85 91-180 Days CB-3-Q 113.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2066.10 91 - 120 Days 237.82 30-90 Days G-1-Q 354.58 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9218.04 91 - 120 Days 142.76 Open G-2-Q 158.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9837.51 91 - 120 Days 635.47 <30 Days G-3-Q 544.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3140.07 91 - 120 Days 40.90 Open S-5-Q 428.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5894.94 91 - 120 Days 657.28 <30 Days S-6-Q 284.99 No Treasury