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 15113.83 Day 39 Other S-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2650.55 Day 39 Other S-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10172.06 Day 39 Other S-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4779.15 Day 39 Other S-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16976.89 Day 39 Other S-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12985.25 Day 39 Other S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8394.28 Day 39 Other S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1131.36 Day 40 Other A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12197.89 Day 40 Other A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12021.82 Day 40 Other A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16248.87 Day 40 Other A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2054.08 Day 40 Other A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11680.65 Day 40 Other A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8824.48 Day 40 Other CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4571.68 Day 40 Other CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15073.22 Day 40 Other S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14934.17 Day 40 Other S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5422.75 Day 40 Other S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2843.30 Day 40 Other S-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11091.82 Day 40 Other CB-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10176.53 Day 40 Other G-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15629.39 Day 40 Other G-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6401.72 Day 40 Other G-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9564.74 Day 40 Other S-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16466.75 Day 40 Other S-6-Q -