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 11512.90 Day 55 Other G-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8827.21 Day 55 Other IG-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14858.48 Day 55 Other IG-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12103.34 Day 55 Other IG-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6933.70 Day 55 Other IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13895.87 Day 55 Other IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8647.92 Day 55 Other IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12612.50 Day 55 Other L-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5103.50 Day 55 Other L-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 382.99 Day 55 Other L-11 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4377.86 Day 55 Other L-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10244.15 Day 55 Other L-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11345.85 Day 55 Other L-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9682.58 Day 55 Other L-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13384.75 Day 55 Other L-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1039.58 Day 55 Other L-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5169.53 Day 55 Other L-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8079.34 Day 55 Other L-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5611.44 Day 55 Other LC-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6537.94 Day 55 Other LC-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9086.88 Day 55 Other N-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6730.64 Day 55 Other N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4527.16 Day 55 Other N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4540.07 Day 55 Other N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10691.15 Day 55 Other N-5 -