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 328.38 121 - 150 Days 9.47 30-90 Days G-3 25.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 59.20 121 - 150 Days 3.72 <30 Days IG-1 4.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16866.91 121 - 150 Days 293.59 91-180 Days IG-2 1510.79 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16975.01 121 - 150 Days 1483.24 30-90 Days S-1 3095.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11998.11 121 - 150 Days 1372.08 Open S-2 1600.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3482.62 121 - 150 Days 93.19 91-180 Days S-3 125.86 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14938.19 121 - 150 Days 1330.95 Open S-4 2644.72 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1407.02 121 - 150 Days 76.19 91-180 Days S-5 45.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12331.77 121 - 150 Days 1777.62 30-90 Days S-6 2312.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4433.97 121 - 150 Days 633.70 30-90 Days S-7 286.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3382.58 151 - 179 Days 404.80 91-180 Days A-0-Q 134.14 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2290.72 151 - 179 Days 99.76 <30 Days A-1-Q 312.31 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5278.97 151 - 179 Days 592.57 Open A-2-Q 325.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7553.36 151 - 179 Days 860.59 <30 Days A-3-Q 680.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1533.46 151 - 179 Days 14.72 91-180 Days A-4-Q 146.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11784.25 151 - 179 Days 1753.45 30-90 Days A-5-Q 1989.72 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15751.64 151 - 179 Days 139.09 91-180 Days CB-1-Q 2343.34 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17058.95 151 - 179 Days 882.77 91-180 Days CB-2-Q 950.49 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15588.91 151 - 179 Days 1373.77 30-90 Days S-1-Q 180.07 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11025.50 151 - 179 Days 534.68 Open S-2-Q 338.30 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11414.20 151 - 179 Days 620.15 <30 Days S-3-Q 1624.16 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4237.75 151 - 179 Days 14.94 Open S-4-Q 256.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1365.44 151 - 179 Days 134.94 30-90 Days CB-3-Q 9.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5770.97 151 - 179 Days 573.07 <30 Days G-1-Q 19.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16965.13 151 - 179 Days 2164.59 91-180 Days G-2-Q 1537.95 Yes Liberty Wealth Management LLC Finance