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 4565.22 180 - 270 Days 416.39 Open E-3 833.69 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7170.85 180 - 270 Days 987.36 Open E-4 987.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 20.09 180 - 270 Days 2.39 91-180 Days E-5 0.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15623.27 180 - 270 Days 1385.40 91-180 Days E-6 662.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2098.62 180 - 270 Days 67.93 30-90 Days E-7 389.85 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4362.53 180 - 270 Days 578.45 Open E-8 414.24 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1683.84 180 - 270 Days 88.09 Open E-9 174.77 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8607.89 180 - 270 Days 903.70 <30 Days G-4 1668.24 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4465.83 180 - 270 Days 593.81 Open IG-3 360.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4821.01 180 - 270 Days 193.40 <30 Days IG-4 647.32 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15337.23 180 - 270 Days 481.04 30-90 Days IG-5 1800.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5523.01 180 - 270 Days 201.87 Open IG-6 900.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8810.05 180 - 270 Days 957.21 <30 Days IG-7 647.46 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8202.91 180 - 270 Days 196.40 91-180 Days IG-8 1480.20 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4041.71 180 - 270 Days 575.50 <30 Days L-1 186.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15067.80 180 - 270 Days 1024.72 Open L-10 1568.63 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16506.86 180 - 270 Days 161.11 91-180 Days L-11 897.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12953.78 180 - 270 Days 69.94 Open L-2 1998.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8480.33 180 - 270 Days 1257.08 <30 Days L-3 773.63 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14689.27 180 - 270 Days 1991.20 <30 Days L-4 501.18 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3411.53 180 - 270 Days 256.17 Open L-5 240.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15274.78 180 - 270 Days 2260.85 91-180 Days L-6 449.44 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6774.96 180 - 270 Days 646.57 Open L-7 505.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11683.87 180 - 270 Days 1645.62 91-180 Days L-8 1658.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12630.84 180 - 270 Days 1409.70 Open L-9 886.58 No Legal