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 7064.25 Day 2 Other A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5661.41 Day 2 Other A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11354.09 Day 2 Other A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1746.12 Day 2 Other A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11762.39 Day 2 Other A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16946.39 Day 2 Other A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9527.39 Day 2 Other CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6829.28 Day 2 Other CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3590.20 Day 2 Other S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1916.68 Day 2 Other S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5891.29 Day 2 Other S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14057.16 Day 2 Other S-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8798.59 Day 2 Other CB-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2070.40 Day 2 Other G-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3903.79 Day 2 Other G-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3424.61 Day 2 Other G-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1939.51 Day 2 Other S-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7688.80 Day 2 Other S-6-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14693.55 Day 2 Other S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3858.28 Day 2 Other E-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1218.68 Day 2 Other E-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2307.59 Day 2 Other IG-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13513.33 Day 2 Other IG-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3158.86 Day 2 Other C-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3937.15 Day 2 Other CB-4 -