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 13139.92 >3 Yr <= 4 Yr 994.98 30-90 Days L-4 1270.78 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1572.54 >3 Yr <= 4 Yr 107.13 Open L-5 258.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16948.31 >3 Yr <= 4 Yr 905.31 Open L-6 2884.94 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6735.54 >3 Yr <= 4 Yr 763.94 91-180 Days L-7 338.65 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11872.52 >3 Yr <= 4 Yr 1469.29 91-180 Days L-8 923.08 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3753.20 >3 Yr <= 4 Yr 294.23 Open L-9 673.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15645.08 >3 Yr <= 4 Yr 547.08 91-180 Days LC-1 2927.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9602.80 >3 Yr <= 4 Yr 169.92 <30 Days LC-2 1293.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 786.98 >3 Yr <= 4 Yr 29.79 30-90 Days N-1 8.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6798.81 >3 Yr <= 4 Yr 119.53 91-180 Days N-2 196.48 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7437.25 >3 Yr <= 4 Yr 888.03 Open N-3 534.83 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8287.08 >3 Yr <= 4 Yr 300.09 <30 Days N-4 623.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12892.39 >3 Yr <= 4 Yr 809.94 91-180 Days N-5 2301.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2377.74 >3 Yr <= 4 Yr 332.18 30-90 Days N-6 357.72 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2745.95 >3 Yr <= 4 Yr 253.57 Open N-7 269.33 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7369.59 >3 Yr <= 4 Yr 528.72 91-180 Days P-1 145.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11759.65 >3 Yr <= 4 Yr 744.48 <30 Days P-2 49.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14807.91 >3 Yr <= 4 Yr 1783.46 Open S-8 600.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4222.94 >3 Yr <= 4 Yr 312.36 <30 Days Y-1 397.19 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6132.87 >3 Yr <= 4 Yr 19.82 Open Y-2 924.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11352.64 >3 Yr <= 4 Yr 1272.27 Open Y-3 1995.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13543.95 >3 Yr <= 4 Yr 638.21 30-90 Days Y-4 389.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4038.23 >3 Yr <= 4 Yr 72.71 91-180 Days Z-1 105.75 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3912.81 >3 Yr <= 4 Yr 204.81 <30 Days A-2 409.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1698.87 >3 Yr <= 4 Yr 251.66 30-90 Days A-3 48.70 Yes Liberty National Bank Risk Management