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 15581.25 271 - 364 Days 2166.68 <30 Days IG-6 704.32 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2885.39 271 - 364 Days 54.44 91-180 Days IG-7 532.54 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3832.02 271 - 364 Days 81.73 <30 Days IG-8 762.11 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10534.72 271 - 364 Days 172.12 <30 Days L-1 1703.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9462.81 271 - 364 Days 982.30 Open L-10 1674.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1476.38 271 - 364 Days 35.93 30-90 Days L-11 198.46 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7921.29 271 - 364 Days 305.70 Open L-2 375.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8611.23 271 - 364 Days 417.80 Open L-3 1513.38 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13873.59 271 - 364 Days 320.65 <30 Days L-4 2401.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16373.02 271 - 364 Days 1659.41 30-90 Days L-5 602.85 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11695.40 271 - 364 Days 996.17 91-180 Days L-6 1615.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11617.19 271 - 364 Days 240.31 <30 Days L-7 1685.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 558.29 271 - 364 Days 52.25 91-180 Days L-8 68.92 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8428.99 271 - 364 Days 642.36 Open L-9 670.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8919.79 271 - 364 Days 457.52 Open LC-1 1518.58 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10129.69 271 - 364 Days 793.61 30-90 Days LC-2 455.57 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3513.32 271 - 364 Days 236.77 91-180 Days N-1 685.93 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5409.45 271 - 364 Days 199.72 91-180 Days N-2 169.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10836.07 271 - 364 Days 1344.03 30-90 Days N-3 1574.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7439.66 271 - 364 Days 1106.85 <30 Days N-4 940.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9026.67 271 - 364 Days 361.09 91-180 Days N-5 1781.99 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 276.46 271 - 364 Days 21.08 Open N-6 38.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6734.13 271 - 364 Days 132.31 Open N-7 1172.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16163.06 271 - 364 Days 480.72 <30 Days P-1 3218.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3745.52 271 - 364 Days 180.44 Open P-2 612.67 Yes Liberty Capital Markets Inc. Finance