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 7264.09 121 - 150 Days 871.47 <30 Days A-4-Q 1256.58 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13125.42 121 - 150 Days 1357.94 91-180 Days A-5-Q 1738.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4781.16 121 - 150 Days 596.21 30-90 Days CB-1-Q 87.26 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7216.60 121 - 150 Days 807.50 30-90 Days CB-2-Q 1035.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2168.86 121 - 150 Days 311.35 91-180 Days S-1-Q 100.85 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7322.01 121 - 150 Days 897.67 30-90 Days S-2-Q 1046.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3084.17 121 - 150 Days 314.82 <30 Days S-3-Q 22.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9014.70 121 - 150 Days 1167.03 Open S-4-Q 939.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8706.49 121 - 150 Days 1280.07 <30 Days CB-3-Q 427.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5411.08 121 - 150 Days 282.67 91-180 Days G-1-Q 721.07 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7164.85 121 - 150 Days 244.79 <30 Days G-2-Q 999.67 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 386.80 121 - 150 Days 37.95 Open G-3-Q 70.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 640.83 121 - 150 Days 68.72 91-180 Days S-5-Q 79.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14950.27 121 - 150 Days 730.21 30-90 Days S-6-Q 2374.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2415.04 121 - 150 Days 70.16 <30 Days S-7-Q 92.76 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2822.22 121 - 150 Days 269.43 Open E-1-Q 375.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 608.66 121 - 150 Days 14.18 <30 Days E-2-Q 86.80 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11341.03 121 - 150 Days 1246.04 91-180 Days IG-1-Q 460.78 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17014.05 121 - 150 Days 194.43 <30 Days IG-2-Q 1396.12 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11690.41 121 - 150 Days 117.07 <30 Days C-1 1352.20 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10285.87 121 - 150 Days 92.46 30-90 Days CB-4 500.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1440.19 121 - 150 Days 61.04 Open E-10 27.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16747.27 121 - 150 Days 525.90 91-180 Days E-3 2695.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3427.00 121 - 150 Days 352.54 <30 Days E-4 503.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15687.39 121 - 150 Days 1623.65 Open E-5 1448.05 Yes Liberty Wealth Management LLC Finance