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 15200.28 >2 Yr <= 3 Yr 48.15 <30 Days IG-3 2897.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10303.50 >2 Yr <= 3 Yr 421.98 Open IG-4 624.92 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9355.53 >2 Yr <= 3 Yr 1031.18 91-180 Days IG-5 1771.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16711.09 >2 Yr <= 3 Yr 2182.85 91-180 Days IG-6 57.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1705.80 >2 Yr <= 3 Yr 75.76 <30 Days IG-7 141.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12462.03 >2 Yr <= 3 Yr 1548.21 <30 Days IG-8 2074.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7918.89 >2 Yr <= 3 Yr 860.49 91-180 Days L-1 974.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15038.14 >2 Yr <= 3 Yr 1084.74 30-90 Days L-10 1464.41 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14685.51 >2 Yr <= 3 Yr 860.66 30-90 Days L-11 1238.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7053.53 >2 Yr <= 3 Yr 615.70 91-180 Days L-2 1315.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4842.73 >2 Yr <= 3 Yr 614.93 <30 Days L-3 741.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11516.84 >2 Yr <= 3 Yr 183.01 91-180 Days L-4 341.99 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13290.81 >2 Yr <= 3 Yr 145.46 91-180 Days L-5 2297.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15495.49 >2 Yr <= 3 Yr 1030.09 30-90 Days L-6 534.47 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8275.37 >2 Yr <= 3 Yr 1196.80 Open L-7 1124.32 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3178.25 >2 Yr <= 3 Yr 448.84 91-180 Days L-8 372.73 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16638.31 >2 Yr <= 3 Yr 2269.97 91-180 Days L-9 3303.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6063.91 >2 Yr <= 3 Yr 581.30 91-180 Days LC-1 829.62 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16170.07 >2 Yr <= 3 Yr 799.64 91-180 Days LC-2 2932.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8062.10 >2 Yr <= 3 Yr 618.37 Open N-1 1540.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7179.79 >2 Yr <= 3 Yr 513.22 <30 Days N-2 1098.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2757.09 >2 Yr <= 3 Yr 338.31 Open N-3 210.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8225.31 >2 Yr <= 3 Yr 565.95 30-90 Days N-4 1400.82 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12362.97 >2 Yr <= 3 Yr 829.15 30-90 Days N-5 2440.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7920.45 >2 Yr <= 3 Yr 413.92 91-180 Days N-6 725.80 Yes Liberty Mortgage Services Corp. Treasury