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 10371.99 151 - 179 Days 273.19 Open G-3-Q 1565.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2727.22 151 - 179 Days 281.90 <30 Days S-5-Q 40.94 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3566.97 151 - 179 Days 435.70 <30 Days S-6-Q 437.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7526.79 151 - 179 Days 453.15 Open S-7-Q 561.51 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8665.08 151 - 179 Days 487.07 Open E-1-Q 1398.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1749.02 151 - 179 Days 204.32 91-180 Days E-2-Q 231.56 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5860.09 151 - 179 Days 694.96 30-90 Days IG-1-Q 236.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4134.33 151 - 179 Days 533.28 Open IG-2-Q 179.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10483.65 151 - 179 Days 1509.89 91-180 Days C-1 2010.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9950.38 151 - 179 Days 640.03 30-90 Days CB-4 1804.82 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6057.29 151 - 179 Days 136.85 91-180 Days E-10 1065.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3725.62 151 - 179 Days 284.32 Open E-3 398.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11165.59 151 - 179 Days 770.09 30-90 Days E-4 1229.75 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13897.46 151 - 179 Days 1954.83 91-180 Days E-5 507.49 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13292.11 151 - 179 Days 1106.51 91-180 Days E-6 1880.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7496.91 151 - 179 Days 987.14 30-90 Days E-7 406.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4835.46 151 - 179 Days 668.50 30-90 Days E-8 359.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3580.69 151 - 179 Days 175.30 91-180 Days E-9 124.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9555.76 151 - 179 Days 301.97 <30 Days G-4 1145.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10465.26 151 - 179 Days 767.57 91-180 Days IG-3 1378.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2697.18 151 - 179 Days 169.37 91-180 Days IG-4 307.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3414.63 151 - 179 Days 224.91 Open IG-5 338.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11581.12 151 - 179 Days 1274.79 91-180 Days IG-6 1671.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8272.23 151 - 179 Days 1211.46 <30 Days IG-7 1031.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4871.89 151 - 179 Days 383.24 30-90 Days IG-8 327.31 No Finance