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 2470.16 >5 Yr 312.85 30-90 Days S-6-Q 58.23 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5810.34 >5 Yr 824.31 30-90 Days S-7-Q 1121.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8624.69 >5 Yr 919.32 <30 Days E-1-Q 319.82 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6399.63 >5 Yr 830.68 <30 Days E-2-Q 884.38 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16023.26 >5 Yr 1611.78 Open IG-1-Q 976.86 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14490.14 >5 Yr 1834.90 30-90 Days IG-2-Q 608.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3580.18 >5 Yr 347.30 Open C-1 374.32 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16368.81 >5 Yr 775.92 Open CB-4 2380.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3437.21 >5 Yr 205.74 <30 Days E-10 136.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1895.37 >5 Yr 167.50 91-180 Days E-3 220.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15360.03 >5 Yr 726.14 30-90 Days E-4 240.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13077.59 >5 Yr 623.77 <30 Days E-5 1000.25 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1944.18 >5 Yr 106.05 30-90 Days E-6 99.04 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8302.02 >5 Yr 114.61 91-180 Days E-7 1604.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16392.43 >5 Yr 2272.32 Open E-8 1896.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2116.46 >5 Yr 52.47 91-180 Days E-9 2.45 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10590.05 >5 Yr 250.98 Open G-4 1171.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11315.87 >5 Yr 1638.42 <30 Days IG-3 1914.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10002.79 >5 Yr 807.82 Open IG-4 779.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6314.97 >5 Yr 417.40 30-90 Days IG-5 207.82 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14634.44 >5 Yr 142.63 <30 Days IG-6 2319.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1727.52 >5 Yr 20.90 91-180 Days IG-7 336.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15315.36 >5 Yr 1644.35 <30 Days IG-8 1644.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3837.64 >5 Yr 329.18 91-180 Days L-1 113.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16544.59 >5 Yr 450.65 <30 Days L-10 1244.98 Yes Liberty National Bank Operations