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 12783.04 >5 Yr Other Supervised Non-Bank Financial Entity S-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3045.47 >5 Yr Other Supervised Non-Bank Financial Entity S-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16485.62 >5 Yr Other Supervised Non-Bank Financial Entity S-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13996.71 >5 Yr Other Supervised Non-Bank Financial Entity S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16814.14 >5 Yr Other Supervised Non-Bank Financial Entity S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1360.08 Perpetual Other Supervised Non-Bank Financial Entity A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11148.44 Perpetual Other Supervised Non-Bank Financial Entity A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15966.37 Perpetual Other Supervised Non-Bank Financial Entity A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7575.92 Perpetual Other Supervised Non-Bank Financial Entity A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2437.40 Perpetual Other Supervised Non-Bank Financial Entity A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9544.47 Perpetual Other Supervised Non-Bank Financial Entity A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2038.76 Perpetual Other Supervised Non-Bank Financial Entity CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4708.61 Perpetual Other Supervised Non-Bank Financial Entity CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 931.75 Perpetual Other Supervised Non-Bank Financial Entity S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4328.88 Perpetual Other Supervised Non-Bank Financial Entity S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9607.28 Perpetual Other Supervised Non-Bank Financial Entity S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16445.39 Perpetual Other Supervised Non-Bank Financial Entity S-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12454.01 Perpetual Other Supervised Non-Bank Financial Entity CB-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11368.70 Perpetual Other Supervised Non-Bank Financial Entity G-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11376.86 Perpetual Other Supervised Non-Bank Financial Entity G-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13033.68 Perpetual Other Supervised Non-Bank Financial Entity G-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9874.49 Perpetual Other Supervised Non-Bank Financial Entity S-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11908.05 Perpetual Other Supervised Non-Bank Financial Entity S-6-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13796.52 Perpetual Other Supervised Non-Bank Financial Entity S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12799.24 Perpetual Other Supervised Non-Bank Financial Entity E-1-Q -