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 12729.95 Perpetual Other Supranational N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8837.04 Perpetual Other Supranational N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 312.78 Perpetual Other Supranational N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16958.86 Perpetual Other Supranational N-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8019.48 Perpetual Other Supranational N-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14251.43 Perpetual Other Supranational N-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8059.85 Perpetual Other Supranational P-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6286.08 Perpetual Other Supranational P-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2768.68 Perpetual Other Supranational S-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11391.89 Perpetual Other Supranational Y-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3137.93 Perpetual Other Supranational Y-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5522.71 Perpetual Other Supranational Y-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 17142.84 Perpetual Other Supranational Y-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15712.52 Perpetual Other Supranational Z-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7354.92 Perpetual Other Supranational A-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1056.19 Perpetual Other Supranational A-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5816.93 Perpetual Other Supranational A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2219.10 Perpetual Other Supranational A-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1436.50 Perpetual Other Supranational CB-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6761.33 Perpetual Other Supranational CB-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5843.86 Perpetual Other Supranational CB-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8950.86 Perpetual Other Supranational E-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1033.82 Perpetual Other Supranational E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9259.34 Perpetual Other Supranational G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16015.07 Perpetual Other Supranational G-2 -