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 5657.44 Perpetual Other Supervised Non-Bank Financial Entity A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7943.17 Perpetual Other Supervised Non-Bank Financial Entity A-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16492.50 Perpetual Other Supervised Non-Bank Financial Entity CB-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4588.19 Perpetual Other Supervised Non-Bank Financial Entity CB-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 913.40 Perpetual Other Supervised Non-Bank Financial Entity CB-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5708.83 Perpetual Other Supervised Non-Bank Financial Entity E-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1034.81 Perpetual Other Supervised Non-Bank Financial Entity E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 703.84 Perpetual Other Supervised Non-Bank Financial Entity G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13806.25 Perpetual Other Supervised Non-Bank Financial Entity G-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7071.41 Perpetual Other Supervised Non-Bank Financial Entity G-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13858.89 Perpetual Other Supervised Non-Bank Financial Entity IG-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2253.62 Perpetual Other Supervised Non-Bank Financial Entity IG-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13947.61 Perpetual Other Supervised Non-Bank Financial Entity S-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11276.02 Perpetual Other Supervised Non-Bank Financial Entity S-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 916.09 Perpetual Other Supervised Non-Bank Financial Entity S-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9118.45 Perpetual Other Supervised Non-Bank Financial Entity S-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7062.51 Perpetual Other Supervised Non-Bank Financial Entity S-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3039.26 Perpetual Other Supervised Non-Bank Financial Entity S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11939.20 Perpetual Other Supervised Non-Bank Financial Entity S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2447.70 Open Debt Issuing SPE A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4740.72 Open Debt Issuing SPE A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 500.97 Open Debt Issuing SPE A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8533.84 Open Debt Issuing SPE A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11386.78 Open Debt Issuing SPE A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8623.59 Open Debt Issuing SPE A-5-Q -