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 10794.41 >4 Yr <= 5 Yr 1289.73 <30 Days N-4 1060.55 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9014.79 >4 Yr <= 5 Yr 870.53 <30 Days N-5 685.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1915.01 >4 Yr <= 5 Yr 235.50 91-180 Days N-6 25.99 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7854.86 >4 Yr <= 5 Yr 1028.68 91-180 Days N-7 403.06 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12763.35 >4 Yr <= 5 Yr 497.17 Open P-1 2287.06 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1219.33 >4 Yr <= 5 Yr 130.54 30-90 Days P-2 156.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 686.65 >4 Yr <= 5 Yr 96.69 Open S-8 112.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 313.32 >4 Yr <= 5 Yr 46.71 Open Y-1 26.38 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 29.95 >4 Yr <= 5 Yr 0.94 <30 Days Y-2 3.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8178.98 >4 Yr <= 5 Yr 491.92 <30 Days Y-3 1498.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1933.47 >4 Yr <= 5 Yr 251.49 91-180 Days Y-4 165.97 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1366.49 >4 Yr <= 5 Yr 139.89 Open Z-1 35.25 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3696.92 >4 Yr <= 5 Yr 271.34 91-180 Days A-2 171.85 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16773.99 >4 Yr <= 5 Yr 1669.84 30-90 Days A-3 1860.89 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9508.62 >4 Yr <= 5 Yr 1109.35 Open A-4 1577.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3879.93 >4 Yr <= 5 Yr 184.48 <30 Days A-5 716.14 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7180.02 >4 Yr <= 5 Yr 75.09 <30 Days CB-1 42.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14465.99 >4 Yr <= 5 Yr 1900.09 <30 Days CB-2 458.69 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1872.44 >4 Yr <= 5 Yr 36.50 91-180 Days CB-3 20.35 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8319.72 >4 Yr <= 5 Yr 1017.01 30-90 Days E-1 713.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14701.48 >4 Yr <= 5 Yr 689.62 <30 Days E-2 2561.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7397.38 >4 Yr <= 5 Yr 612.69 Open G-1 1373.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6627.88 >4 Yr <= 5 Yr 104.19 30-90 Days G-2 1243.48 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14295.68 >4 Yr <= 5 Yr 1794.49 91-180 Days G-3 1324.98 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12309.20 >4 Yr <= 5 Yr 121.25 30-90 Days IG-1 1799.11 Yes Liberty National Bank Operations