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 14859.67 271 - 364 Days 1384.12 30-90 Days CB-3-Q 658.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12210.66 271 - 364 Days 349.22 91-180 Days G-1-Q 527.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15524.18 271 - 364 Days 722.75 Open G-2-Q 863.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3393.30 271 - 364 Days 276.45 91-180 Days G-3-Q 33.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13159.25 271 - 364 Days 1227.61 30-90 Days S-5-Q 58.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9501.67 271 - 364 Days 274.82 30-90 Days S-6-Q 1216.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13719.90 271 - 364 Days 1903.98 <30 Days S-7-Q 1456.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2432.33 271 - 364 Days 76.61 30-90 Days E-1-Q 248.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4418.51 271 - 364 Days 61.26 91-180 Days E-2-Q 461.21 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2286.94 271 - 364 Days 177.77 Open IG-1-Q 367.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2945.27 271 - 364 Days 320.33 91-180 Days IG-2-Q 356.29 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11600.62 271 - 364 Days 1125.45 30-90 Days C-1 932.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11766.77 271 - 364 Days 120.50 30-90 Days CB-4 657.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4443.71 271 - 364 Days 430.01 <30 Days E-10 191.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5267.17 271 - 364 Days 190.50 Open E-3 796.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11223.82 271 - 364 Days 27.27 91-180 Days E-4 1072.02 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14210.38 271 - 364 Days 250.83 Open E-5 19.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9513.78 271 - 364 Days 684.67 91-180 Days E-6 1176.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14865.85 271 - 364 Days 1759.94 91-180 Days E-7 995.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7654.62 271 - 364 Days 5.48 30-90 Days E-8 573.32 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6159.65 271 - 364 Days 71.71 91-180 Days E-9 698.22 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7051.70 271 - 364 Days 527.81 91-180 Days G-4 135.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 17138.12 271 - 364 Days 810.42 91-180 Days IG-3 2565.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 408.61 271 - 364 Days 18.85 <30 Days IG-4 26.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6439.98 271 - 364 Days 881.44 91-180 Days IG-5 860.13 No Treasury