Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.6: Forward Asset Purchases

Report Date Reporting Entity PID Product Sub Product Market Value Lendable Value Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Collateral Class Treasury Control Accounting Designation Effective Maturity Bucket Encumbrance Type
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 190850.67 None USD >5 Yr None IG-6 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 65079.53 None USD >5 Yr None IG-7 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 198099.88 None USD >5 Yr None IG-8 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 84266.03 None USD >5 Yr None L-1 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 532891.35 None USD >5 Yr None L-10 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 354713.76 None USD >5 Yr None L-11 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 177649.04 None USD >5 Yr None L-2 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 24800.62 None USD >5 Yr None L-3 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 301611.09 None USD >5 Yr None L-4 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 153611.82 None USD >5 Yr None L-5 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 580179.91 None USD >5 Yr None L-6 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 528483.98 None USD >5 Yr None L-7 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 359449.82 None USD >5 Yr None L-8 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 398580.49 None USD >5 Yr None L-9 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 65180.24 None USD >5 Yr None LC-1 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 21518.43 None USD >5 Yr None LC-2 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 494816.46 None USD >5 Yr None N-1 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 56029.84 None USD >5 Yr None N-2 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 139505.34 None USD >5 Yr None N-3 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 456076.69 None USD >5 Yr None N-4 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 234804.70 None USD >5 Yr None N-5 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 543277.95 None USD >5 Yr None N-6 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 2868.83 None USD >5 Yr None N-7 No
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 226015.66 None USD >5 Yr None P-1 Yes
2025-10-09 Liberty International Finance Ltd. I.A.6 Forward Asset Purchases 120129.26 None USD >5 Yr None P-2 Yes