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 5274.90 >5 Yr Other Supervised Non-Bank Financial Entity IG-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6922.44 >5 Yr Other Supervised Non-Bank Financial Entity IG-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5416.07 >5 Yr Other Supervised Non-Bank Financial Entity IG-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15248.02 >5 Yr Other Supervised Non-Bank Financial Entity IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15957.04 >5 Yr Other Supervised Non-Bank Financial Entity IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11609.08 >5 Yr Other Supervised Non-Bank Financial Entity IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13475.68 >5 Yr Other Supervised Non-Bank Financial Entity L-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13723.27 >5 Yr Other Supervised Non-Bank Financial Entity L-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4644.89 >5 Yr Other Supervised Non-Bank Financial Entity L-11 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2210.85 >5 Yr Other Supervised Non-Bank Financial Entity L-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 810.94 >5 Yr Other Supervised Non-Bank Financial Entity L-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10057.80 >5 Yr Other Supervised Non-Bank Financial Entity L-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6776.42 >5 Yr Other Supervised Non-Bank Financial Entity L-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15282.16 >5 Yr Other Supervised Non-Bank Financial Entity L-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1887.43 >5 Yr Other Supervised Non-Bank Financial Entity L-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 471.42 >5 Yr Other Supervised Non-Bank Financial Entity L-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6839.96 >5 Yr Other Supervised Non-Bank Financial Entity L-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9169.29 >5 Yr Other Supervised Non-Bank Financial Entity LC-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10831.25 >5 Yr Other Supervised Non-Bank Financial Entity LC-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15372.38 >5 Yr Other Supervised Non-Bank Financial Entity N-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2206.83 >5 Yr Other Supervised Non-Bank Financial Entity N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15662.61 >5 Yr Other Supervised Non-Bank Financial Entity N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5012.98 >5 Yr Other Supervised Non-Bank Financial Entity N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8525.08 >5 Yr Other Supervised Non-Bank Financial Entity N-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12070.92 >5 Yr Other Supervised Non-Bank Financial Entity N-6 -