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 2645.48 91 - 120 Days 50.33 91-180 Days S-7-Q 242.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11231.56 91 - 120 Days 1553.06 <30 Days E-1-Q 1988.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7187.21 91 - 120 Days 403.14 91-180 Days E-2-Q 837.21 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5656.51 91 - 120 Days 311.71 Open IG-1-Q 339.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8757.91 91 - 120 Days 298.02 30-90 Days IG-2-Q 551.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3523.32 91 - 120 Days 59.32 <30 Days C-1 316.04 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4168.66 91 - 120 Days 404.14 Open CB-4 602.37 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3046.50 91 - 120 Days 125.38 Open E-10 194.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13795.23 91 - 120 Days 392.31 30-90 Days E-3 119.09 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 386.28 91 - 120 Days 8.97 Open E-4 30.89 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15663.20 91 - 120 Days 1630.08 30-90 Days E-5 3023.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7953.17 91 - 120 Days 1167.49 Open E-6 96.60 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7813.20 91 - 120 Days 491.88 Open E-7 371.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 194.61 91 - 120 Days 21.71 30-90 Days E-8 35.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12885.89 91 - 120 Days 390.28 91-180 Days E-9 1374.95 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15678.21 91 - 120 Days 1153.47 91-180 Days G-4 548.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12657.30 91 - 120 Days 1815.87 <30 Days IG-3 1791.80 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3925.65 91 - 120 Days 540.81 Open IG-4 199.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12571.26 91 - 120 Days 896.19 30-90 Days IG-5 2056.81 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7454.20 91 - 120 Days 821.05 Open IG-6 340.82 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14990.51 91 - 120 Days 1305.94 30-90 Days IG-7 2180.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 979.19 91 - 120 Days 55.70 <30 Days IG-8 125.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 356.30 91 - 120 Days 28.43 91-180 Days L-1 35.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5183.38 91 - 120 Days 454.46 30-90 Days L-10 734.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3315.63 91 - 120 Days 16.36 30-90 Days L-11 147.89 No Risk Management