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 11746.20 >= 1 Yr <= 2 Yr 1611.48 30-90 Days C-1 1364.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9337.14 >= 1 Yr <= 2 Yr 291.97 Open CB-4 1448.97 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7257.65 >= 1 Yr <= 2 Yr 279.67 30-90 Days E-10 262.10 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6155.91 >= 1 Yr <= 2 Yr 297.06 91-180 Days E-3 513.37 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9138.83 >= 1 Yr <= 2 Yr 1196.94 30-90 Days E-4 807.60 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6096.09 >= 1 Yr <= 2 Yr 258.04 Open E-5 1120.67 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8937.46 >= 1 Yr <= 2 Yr 1239.82 Open E-6 122.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16229.78 >= 1 Yr <= 2 Yr 1111.40 91-180 Days E-7 2290.86 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16409.35 >= 1 Yr <= 2 Yr 1655.46 <30 Days E-8 524.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 114.30 >= 1 Yr <= 2 Yr 11.25 91-180 Days E-9 20.99 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17103.57 >= 1 Yr <= 2 Yr 1877.73 Open G-4 1837.34 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2173.99 >= 1 Yr <= 2 Yr 286.06 30-90 Days IG-3 380.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12165.59 >= 1 Yr <= 2 Yr 959.47 Open IG-4 834.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6998.81 >= 1 Yr <= 2 Yr 642.97 Open IG-5 861.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6266.73 >= 1 Yr <= 2 Yr 50.96 <30 Days IG-6 480.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3203.95 >= 1 Yr <= 2 Yr 37.90 Open IG-7 260.31 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 172.98 >= 1 Yr <= 2 Yr 13.64 30-90 Days IG-8 32.35 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6145.09 >= 1 Yr <= 2 Yr 376.08 Open L-1 813.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4320.28 >= 1 Yr <= 2 Yr 493.32 <30 Days L-10 764.59 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3255.91 >= 1 Yr <= 2 Yr 395.50 91-180 Days L-11 346.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1259.13 >= 1 Yr <= 2 Yr 67.98 30-90 Days L-2 0.02 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12686.89 >= 1 Yr <= 2 Yr 307.05 91-180 Days L-3 1129.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8847.81 >= 1 Yr <= 2 Yr 615.23 30-90 Days L-4 245.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6006.83 >= 1 Yr <= 2 Yr 346.18 Open L-5 1068.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16356.79 >= 1 Yr <= 2 Yr 1138.07 30-90 Days L-6 1659.17 Yes Liberty National Bank Risk Management