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 14954.27 Day 3 Other IG-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3814.49 Day 3 Other IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6885.57 Day 3 Other IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12585.08 Day 3 Other IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2068.38 Day 3 Other L-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6951.10 Day 3 Other L-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1353.48 Day 3 Other L-11 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8056.67 Day 3 Other L-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13647.08 Day 3 Other L-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15120.90 Day 3 Other L-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4038.52 Day 3 Other L-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10960.29 Day 3 Other L-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 899.99 Day 3 Other L-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 521.86 Day 3 Other L-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14360.20 Day 3 Other L-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11715.82 Day 3 Other LC-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16262.90 Day 3 Other LC-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3680.02 Day 3 Other N-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1367.40 Day 3 Other N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15083.33 Day 3 Other N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7172.42 Day 3 Other N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13566.85 Day 3 Other N-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8233.91 Day 3 Other N-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4648.92 Day 3 Other N-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1413.39 Day 3 Other P-1 -