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 7984.45 >= 1 Yr <= 2 Yr 865.03 91-180 Days L-7 758.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14083.12 >= 1 Yr <= 2 Yr 1995.06 Open L-8 1195.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8861.27 >= 1 Yr <= 2 Yr 322.15 91-180 Days L-9 902.45 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2516.61 >= 1 Yr <= 2 Yr 170.78 30-90 Days LC-1 425.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12633.26 >= 1 Yr <= 2 Yr 1525.73 Open LC-2 1874.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 809.47 >= 1 Yr <= 2 Yr 105.49 91-180 Days N-1 55.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5644.55 >= 1 Yr <= 2 Yr 144.65 30-90 Days N-2 188.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4377.42 >= 1 Yr <= 2 Yr 268.42 30-90 Days N-3 270.57 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3959.51 >= 1 Yr <= 2 Yr 328.73 <30 Days N-4 353.76 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5195.92 >= 1 Yr <= 2 Yr 405.39 30-90 Days N-5 325.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 308.01 >= 1 Yr <= 2 Yr 10.98 Open N-6 18.46 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15583.20 >= 1 Yr <= 2 Yr 1616.63 30-90 Days N-7 2024.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12277.23 >= 1 Yr <= 2 Yr 1774.03 <30 Days P-1 2005.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10275.82 >= 1 Yr <= 2 Yr 1526.67 <30 Days P-2 627.81 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6884.73 >= 1 Yr <= 2 Yr 506.39 30-90 Days S-8 302.20 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1205.12 >= 1 Yr <= 2 Yr 91.94 91-180 Days Y-1 141.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1291.05 >= 1 Yr <= 2 Yr 111.21 <30 Days Y-2 239.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13855.81 >= 1 Yr <= 2 Yr 1099.86 91-180 Days Y-3 503.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5529.92 >= 1 Yr <= 2 Yr 439.87 <30 Days Y-4 589.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11057.22 >= 1 Yr <= 2 Yr 721.83 30-90 Days Z-1 456.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14449.85 >= 1 Yr <= 2 Yr 304.69 30-90 Days A-2 602.78 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6595.86 >= 1 Yr <= 2 Yr 209.02 91-180 Days A-3 1074.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12569.81 >= 1 Yr <= 2 Yr 350.17 Open A-4 715.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2360.65 >= 1 Yr <= 2 Yr 133.38 91-180 Days A-5 277.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2642.44 >= 1 Yr <= 2 Yr 222.88 <30 Days CB-1 303.81 Yes Liberty Capital Markets Inc. Finance