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 12473.91 >3 Yr <= 4 Yr 389.73 Open E-2-Q 1097.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 389.99 >3 Yr <= 4 Yr 31.09 <30 Days IG-1-Q 73.12 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13263.90 >3 Yr <= 4 Yr 1515.16 <30 Days IG-2-Q 1474.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8903.92 >3 Yr <= 4 Yr 874.68 <30 Days C-1 1049.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5471.71 >3 Yr <= 4 Yr 750.83 30-90 Days CB-4 91.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15839.15 >3 Yr <= 4 Yr 1237.00 Open E-10 2773.10 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11437.42 >3 Yr <= 4 Yr 947.30 Open E-3 71.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2039.12 >3 Yr <= 4 Yr 60.12 91-180 Days E-4 33.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2813.86 >3 Yr <= 4 Yr 363.48 91-180 Days E-5 286.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 313.26 >3 Yr <= 4 Yr 21.24 Open E-6 41.06 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3551.79 >3 Yr <= 4 Yr 107.14 <30 Days E-7 330.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15980.79 >3 Yr <= 4 Yr 7.58 Open E-8 151.56 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10867.95 >3 Yr <= 4 Yr 346.83 30-90 Days E-9 909.51 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14456.11 >3 Yr <= 4 Yr 2108.28 91-180 Days G-4 777.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16605.18 >3 Yr <= 4 Yr 1878.05 Open IG-3 1531.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7027.32 >3 Yr <= 4 Yr 954.30 <30 Days IG-4 60.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9580.64 >3 Yr <= 4 Yr 1295.22 30-90 Days IG-5 962.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5766.07 >3 Yr <= 4 Yr 617.86 Open IG-6 453.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5495.34 >3 Yr <= 4 Yr 11.92 30-90 Days IG-7 609.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10461.92 >3 Yr <= 4 Yr 1258.93 Open IG-8 1331.22 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5583.17 >3 Yr <= 4 Yr 721.65 Open L-1 198.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12363.09 >3 Yr <= 4 Yr 880.66 30-90 Days L-10 1723.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16793.67 >3 Yr <= 4 Yr 759.08 91-180 Days L-11 1275.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9115.72 >3 Yr <= 4 Yr 933.92 30-90 Days L-2 303.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 894.37 >3 Yr <= 4 Yr 61.99 Open L-3 121.83 No Finance