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 9174.84 >= 1 Yr <= 2 Yr 1110.10 Open CB-2 1003.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9498.83 >= 1 Yr <= 2 Yr 1124.38 91-180 Days CB-3 1839.04 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1415.78 >= 1 Yr <= 2 Yr 196.55 30-90 Days E-1 44.79 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8753.94 >= 1 Yr <= 2 Yr 701.16 30-90 Days E-2 543.81 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15025.38 >= 1 Yr <= 2 Yr 1602.08 <30 Days G-1 2954.45 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10377.38 >= 1 Yr <= 2 Yr 295.28 <30 Days G-2 1138.04 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4960.72 >= 1 Yr <= 2 Yr 564.12 Open G-3 984.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10144.94 >= 1 Yr <= 2 Yr 1371.14 91-180 Days IG-1 1624.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16826.08 >= 1 Yr <= 2 Yr 435.67 91-180 Days IG-2 1895.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1761.35 >= 1 Yr <= 2 Yr 174.23 Open S-1 303.68 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12121.68 >= 1 Yr <= 2 Yr 759.68 91-180 Days S-2 863.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9559.35 >= 1 Yr <= 2 Yr 129.88 Open S-3 808.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 779.92 >= 1 Yr <= 2 Yr 14.03 91-180 Days S-4 2.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 220.09 >= 1 Yr <= 2 Yr 0.72 Open S-5 21.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16662.16 >= 1 Yr <= 2 Yr 1151.95 Open S-6 404.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13015.97 >= 1 Yr <= 2 Yr 1863.74 <30 Days S-7 1788.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9961.36 >2 Yr <= 3 Yr 767.41 91-180 Days A-0-Q 1427.90 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16303.82 >2 Yr <= 3 Yr 270.74 <30 Days A-1-Q 896.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2757.00 >2 Yr <= 3 Yr 113.69 91-180 Days A-2-Q 437.69 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8784.78 >2 Yr <= 3 Yr 814.43 <30 Days A-3-Q 1162.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3607.78 >2 Yr <= 3 Yr 474.94 <30 Days A-4-Q 95.94 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10117.82 >2 Yr <= 3 Yr 976.02 <30 Days A-5-Q 1005.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8549.37 >2 Yr <= 3 Yr 290.75 30-90 Days CB-1-Q 959.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1644.55 >2 Yr <= 3 Yr 169.25 30-90 Days CB-2-Q 61.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10718.02 >2 Yr <= 3 Yr 930.18 Open S-1-Q 1697.17 No Operations