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 9985.09 >3 Yr <= 4 Yr 661.75 91-180 Days A-4 343.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10207.68 >3 Yr <= 4 Yr 739.38 91-180 Days A-5 1005.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9949.02 >3 Yr <= 4 Yr 871.42 30-90 Days CB-1 1662.78 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8212.07 >3 Yr <= 4 Yr 164.91 <30 Days CB-2 1601.68 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7750.01 >3 Yr <= 4 Yr 699.47 <30 Days CB-3 571.48 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 731.62 >3 Yr <= 4 Yr 79.89 30-90 Days E-1 88.69 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15540.43 >3 Yr <= 4 Yr 651.65 Open E-2 1988.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11339.82 >3 Yr <= 4 Yr 410.92 <30 Days G-1 1870.42 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11375.73 >3 Yr <= 4 Yr 1655.09 30-90 Days G-2 2218.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16724.32 >3 Yr <= 4 Yr 2462.09 <30 Days G-3 890.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10951.09 >3 Yr <= 4 Yr 1211.15 <30 Days IG-1 1706.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6636.45 >3 Yr <= 4 Yr 445.15 91-180 Days IG-2 1155.57 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14411.17 >3 Yr <= 4 Yr 1861.38 Open S-1 804.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9219.16 >3 Yr <= 4 Yr 1088.99 Open S-2 1406.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5502.54 >3 Yr <= 4 Yr 655.10 91-180 Days S-3 960.99 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7004.80 >3 Yr <= 4 Yr 351.75 91-180 Days S-4 1349.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1148.35 >3 Yr <= 4 Yr 83.80 <30 Days S-5 101.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3870.23 >3 Yr <= 4 Yr 483.36 <30 Days S-6 460.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15387.53 >3 Yr <= 4 Yr 444.78 91-180 Days S-7 788.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8369.51 >4 Yr <= 5 Yr 728.65 30-90 Days A-0-Q 1286.57 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 944.96 >4 Yr <= 5 Yr 49.55 <30 Days A-1-Q 180.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14656.58 >4 Yr <= 5 Yr 1346.62 30-90 Days A-2-Q 2744.23 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8926.73 >4 Yr <= 5 Yr 304.69 Open A-3-Q 964.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3134.96 >4 Yr <= 5 Yr 174.80 Open A-4-Q 170.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8359.28 >4 Yr <= 5 Yr 271.81 91-180 Days A-5-Q 330.82 Yes Liberty Mortgage Services Corp. Operations