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 5143.76 180 - 270 Days 171.78 <30 Days LC-1 567.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14726.56 180 - 270 Days 2130.94 91-180 Days LC-2 2495.97 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5787.56 180 - 270 Days 464.84 <30 Days N-1 950.18 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12664.54 180 - 270 Days 1075.03 30-90 Days N-2 402.59 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 363.03 180 - 270 Days 7.23 Open N-3 18.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3369.88 180 - 270 Days 106.98 91-180 Days N-4 645.75 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9903.19 180 - 270 Days 479.65 30-90 Days N-5 108.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11471.27 180 - 270 Days 1333.09 30-90 Days N-6 420.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14680.95 180 - 270 Days 157.80 <30 Days N-7 2758.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5687.08 180 - 270 Days 706.47 91-180 Days P-1 964.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2610.89 180 - 270 Days 274.72 91-180 Days P-2 458.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8849.63 180 - 270 Days 179.10 91-180 Days S-8 815.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10503.37 180 - 270 Days 1423.90 Open Y-1 889.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10876.38 180 - 270 Days 1500.78 <30 Days Y-2 1459.00 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 270.55 180 - 270 Days 29.92 <30 Days Y-3 14.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8935.99 180 - 270 Days 576.48 Open Y-4 278.56 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6814.10 180 - 270 Days 903.52 Open Z-1 834.19 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1658.28 180 - 270 Days 94.22 <30 Days A-2 131.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11095.10 180 - 270 Days 151.64 Open A-3 1929.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8933.34 180 - 270 Days 411.47 30-90 Days A-4 1104.44 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15829.12 180 - 270 Days 1193.44 Open A-5 2338.15 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2747.24 180 - 270 Days 180.37 91-180 Days CB-1 549.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9901.18 180 - 270 Days 895.72 Open CB-2 1838.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12240.29 180 - 270 Days 699.86 30-90 Days CB-3 1348.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8985.34 180 - 270 Days 242.27 91-180 Days E-1 1315.31 No Risk Management