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 1448.80 271 - 364 Days 150.12 91-180 Days S-6 118.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 626.25 271 - 364 Days 28.58 Open S-7 44.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14789.02 >= 1 Yr <= 2 Yr 1147.18 Open A-0-Q 151.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6272.78 >= 1 Yr <= 2 Yr 682.98 30-90 Days A-1-Q 571.04 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12333.49 >= 1 Yr <= 2 Yr 349.62 30-90 Days A-2-Q 1514.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1443.82 >= 1 Yr <= 2 Yr 190.45 Open A-3-Q 283.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14451.34 >= 1 Yr <= 2 Yr 954.46 Open A-4-Q 660.70 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5196.81 >= 1 Yr <= 2 Yr 724.33 91-180 Days A-5-Q 78.95 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16275.87 >= 1 Yr <= 2 Yr 689.66 30-90 Days CB-1-Q 2625.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5392.03 >= 1 Yr <= 2 Yr 555.70 <30 Days CB-2-Q 960.44 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8168.78 >= 1 Yr <= 2 Yr 1181.44 91-180 Days S-1-Q 1628.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10721.85 >= 1 Yr <= 2 Yr 1474.36 91-180 Days S-2-Q 304.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1144.29 >= 1 Yr <= 2 Yr 19.29 Open S-3-Q 74.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9546.56 >= 1 Yr <= 2 Yr 187.53 91-180 Days S-4-Q 588.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7924.14 >= 1 Yr <= 2 Yr 612.56 Open CB-3-Q 1267.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8096.84 >= 1 Yr <= 2 Yr 795.75 30-90 Days G-1-Q 817.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10561.23 >= 1 Yr <= 2 Yr 355.58 Open G-2-Q 509.09 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10301.32 >= 1 Yr <= 2 Yr 734.70 30-90 Days G-3-Q 1308.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8385.09 >= 1 Yr <= 2 Yr 364.80 30-90 Days S-5-Q 465.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2411.69 >= 1 Yr <= 2 Yr 171.80 <30 Days S-6-Q 178.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7287.95 >= 1 Yr <= 2 Yr 13.76 30-90 Days S-7-Q 650.49 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5924.57 >= 1 Yr <= 2 Yr 23.35 <30 Days E-1-Q 441.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13505.87 >= 1 Yr <= 2 Yr 6.95 91-180 Days E-2-Q 2637.21 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 598.15 >= 1 Yr <= 2 Yr 16.68 30-90 Days IG-1-Q 58.63 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12625.86 >= 1 Yr <= 2 Yr 184.59 30-90 Days IG-2-Q 534.89 No Finance