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 12372.93 >5 Yr Other Supervised Non-Bank Financial Entity N-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15366.37 >5 Yr Other Supervised Non-Bank Financial Entity P-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6274.76 >5 Yr Other Supervised Non-Bank Financial Entity P-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6290.39 >5 Yr Other Supervised Non-Bank Financial Entity S-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9444.68 >5 Yr Other Supervised Non-Bank Financial Entity Y-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13951.60 >5 Yr Other Supervised Non-Bank Financial Entity Y-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7659.11 >5 Yr Other Supervised Non-Bank Financial Entity Y-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 874.00 >5 Yr Other Supervised Non-Bank Financial Entity Y-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12592.44 >5 Yr Other Supervised Non-Bank Financial Entity Z-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12698.60 >5 Yr Other Supervised Non-Bank Financial Entity A-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13242.63 >5 Yr Other Supervised Non-Bank Financial Entity A-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1674.60 >5 Yr Other Supervised Non-Bank Financial Entity A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6564.32 >5 Yr Other Supervised Non-Bank Financial Entity A-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2326.43 >5 Yr Other Supervised Non-Bank Financial Entity CB-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10286.85 >5 Yr Other Supervised Non-Bank Financial Entity CB-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4912.12 >5 Yr Other Supervised Non-Bank Financial Entity CB-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3495.39 >5 Yr Other Supervised Non-Bank Financial Entity E-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6165.96 >5 Yr Other Supervised Non-Bank Financial Entity E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10944.12 >5 Yr Other Supervised Non-Bank Financial Entity G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2962.96 >5 Yr Other Supervised Non-Bank Financial Entity G-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12775.58 >5 Yr Other Supervised Non-Bank Financial Entity G-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13044.07 >5 Yr Other Supervised Non-Bank Financial Entity IG-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11529.54 >5 Yr Other Supervised Non-Bank Financial Entity IG-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2898.07 >5 Yr Other Supervised Non-Bank Financial Entity S-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5862.44 >5 Yr Other Supervised Non-Bank Financial Entity S-2 -