Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Potential Derivative Valuation Changes

Report Date Reporting Entity Product Maturity Amount Maturity Bucket Counterparty Collateral Class Insured
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12622.09 Day 49 Other Supranational S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15754.00 Day 49 Other Supranational E-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16250.60 Day 49 Other Supranational E-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2420.93 Day 49 Other Supranational IG-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3340.08 Day 49 Other Supranational IG-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12926.66 Day 49 Other Supranational C-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6815.63 Day 49 Other Supranational CB-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11770.29 Day 49 Other Supranational E-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 962.77 Day 49 Other Supranational E-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3612.63 Day 49 Other Supranational E-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8827.60 Day 49 Other Supranational E-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 363.09 Day 49 Other Supranational E-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10954.39 Day 49 Other Supranational E-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5313.61 Day 49 Other Supranational E-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7010.90 Day 49 Other Supranational E-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4017.82 Day 49 Other Supranational G-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14102.81 Day 49 Other Supranational IG-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9719.58 Day 49 Other Supranational IG-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15928.64 Day 49 Other Supranational IG-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1803.31 Day 49 Other Supranational IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9965.96 Day 49 Other Supranational IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 497.21 Day 49 Other Supranational IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8425.14 Day 49 Other Supranational L-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2013.21 Day 49 Other Supranational L-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8705.77 Day 49 Other Supranational L-11 -