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 8823.32 >4 Yr <= 5 Yr 50.37 91-180 Days CB-1-Q 1064.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6844.47 >4 Yr <= 5 Yr 756.93 30-90 Days CB-2-Q 869.55 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13753.49 >4 Yr <= 5 Yr 425.13 30-90 Days S-1-Q 203.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2888.39 >4 Yr <= 5 Yr 137.93 91-180 Days S-2-Q 358.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4343.07 >4 Yr <= 5 Yr 203.58 91-180 Days S-3-Q 744.88 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4320.19 >4 Yr <= 5 Yr 97.01 <30 Days S-4-Q 252.55 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15559.01 >4 Yr <= 5 Yr 2167.45 Open CB-3-Q 901.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 417.94 >4 Yr <= 5 Yr 2.25 91-180 Days G-1-Q 3.53 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12170.92 >4 Yr <= 5 Yr 631.98 Open G-2-Q 357.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6562.88 >4 Yr <= 5 Yr 300.79 Open G-3-Q 183.02 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3317.69 >4 Yr <= 5 Yr 148.70 91-180 Days S-5-Q 631.67 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6192.72 >4 Yr <= 5 Yr 556.31 Open S-6-Q 604.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8431.77 >4 Yr <= 5 Yr 726.26 <30 Days S-7-Q 17.34 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2688.63 >4 Yr <= 5 Yr 345.56 <30 Days E-1-Q 290.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10913.06 >4 Yr <= 5 Yr 935.52 Open E-2-Q 1901.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10972.11 >4 Yr <= 5 Yr 991.61 91-180 Days IG-1-Q 1450.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15973.98 >4 Yr <= 5 Yr 1298.75 30-90 Days IG-2-Q 2721.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6076.41 >4 Yr <= 5 Yr 201.01 30-90 Days C-1 512.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4034.91 >4 Yr <= 5 Yr 217.61 Open CB-4 238.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5410.24 >4 Yr <= 5 Yr 215.02 91-180 Days E-10 691.62 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11658.38 >4 Yr <= 5 Yr 1491.05 91-180 Days E-3 2323.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16506.69 >4 Yr <= 5 Yr 921.44 30-90 Days E-4 1871.71 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13876.21 >4 Yr <= 5 Yr 248.91 <30 Days E-5 2502.89 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9414.57 >4 Yr <= 5 Yr 220.36 <30 Days E-6 58.91 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 710.83 >4 Yr <= 5 Yr 24.88 91-180 Days E-7 136.39 No Operations