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 10149.67 Day 54 Other L-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4148.31 Day 54 Other L-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 868.57 Day 54 Other L-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16970.18 Day 54 Other L-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6403.20 Day 54 Other LC-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9152.30 Day 54 Other LC-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2587.78 Day 54 Other N-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9064.93 Day 54 Other N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1151.86 Day 54 Other N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9851.56 Day 54 Other N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7263.49 Day 54 Other N-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10143.21 Day 54 Other N-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6609.67 Day 54 Other N-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5073.38 Day 54 Other P-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13066.47 Day 54 Other P-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7153.67 Day 54 Other S-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7124.40 Day 54 Other Y-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12767.29 Day 54 Other Y-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6104.18 Day 54 Other Y-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6297.58 Day 54 Other Y-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14923.47 Day 54 Other Z-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7440.17 Day 54 Other A-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4339.25 Day 54 Other A-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 461.40 Day 54 Other A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16799.95 Day 54 Other A-5 -