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 3815.20 Perpetual 460.19 <30 Days A-3-Q 159.36 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7894.98 Perpetual 766.79 <30 Days A-4-Q 386.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7612.19 Perpetual 639.35 30-90 Days A-5-Q 1249.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11884.05 Perpetual 430.85 <30 Days CB-1-Q 2005.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7700.93 Perpetual 330.45 91-180 Days CB-2-Q 1306.70 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16183.53 Perpetual 809.02 30-90 Days S-1-Q 593.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5173.66 Perpetual 194.65 <30 Days S-2-Q 24.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11141.52 Perpetual 831.12 91-180 Days S-3-Q 1428.72 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2435.18 Perpetual 191.97 30-90 Days S-4-Q 372.04 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16312.42 Perpetual 978.89 91-180 Days CB-3-Q 2601.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16134.22 Perpetual 2277.21 91-180 Days G-1-Q 2430.52 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10948.51 Perpetual 1129.22 <30 Days G-2-Q 2129.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12565.34 Perpetual 918.64 <30 Days G-3-Q 703.29 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10869.02 Perpetual 200.88 Open S-5-Q 1404.45 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15659.25 Perpetual 52.13 Open S-6-Q 622.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4734.41 Perpetual 421.24 <30 Days S-7-Q 646.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2386.26 Perpetual 262.89 Open E-1-Q 53.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15020.24 Perpetual 390.54 <30 Days E-2-Q 193.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15859.61 Perpetual 2094.94 <30 Days IG-1-Q 746.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7177.82 Perpetual 250.61 <30 Days IG-2-Q 204.74 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9647.56 Perpetual 477.95 91-180 Days C-1 1690.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3553.84 Perpetual 392.95 91-180 Days CB-4 226.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9841.87 Perpetual 157.27 30-90 Days E-10 418.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 290.27 Perpetual 1.36 30-90 Days E-3 55.18 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15518.83 Perpetual 2123.02 Open E-4 2111.65 Yes Liberty Capital Markets Inc. Legal