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 6956.37 Day 24 Other S-6-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5906.92 Day 24 Other S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4427.20 Day 24 Other E-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16639.62 Day 24 Other E-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11556.04 Day 24 Other IG-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1854.52 Day 24 Other IG-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2981.62 Day 24 Other C-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9499.51 Day 24 Other CB-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14926.35 Day 24 Other E-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14411.67 Day 24 Other E-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16351.80 Day 24 Other E-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8907.75 Day 24 Other E-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7878.93 Day 24 Other E-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 323.24 Day 24 Other E-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15529.65 Day 24 Other E-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11974.62 Day 24 Other E-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14428.15 Day 24 Other G-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12077.29 Day 24 Other IG-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2595.78 Day 24 Other IG-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14217.96 Day 24 Other IG-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16223.15 Day 24 Other IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2916.17 Day 24 Other IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9123.68 Day 24 Other IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15456.72 Day 24 Other L-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4737.20 Day 24 Other L-10 -