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 1247.17 Day 44 Other S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11254.00 Day 44 Other S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16410.26 Day 45 Other A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4301.16 Day 45 Other A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13975.31 Day 45 Other A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5478.82 Day 45 Other A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12548.65 Day 45 Other A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1498.29 Day 45 Other A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5817.03 Day 45 Other CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1856.57 Day 45 Other CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8208.64 Day 45 Other S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14327.43 Day 45 Other S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10173.83 Day 45 Other S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3845.96 Day 45 Other S-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4432.22 Day 45 Other CB-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5555.14 Day 45 Other G-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15519.68 Day 45 Other G-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16093.18 Day 45 Other G-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13441.35 Day 45 Other S-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14556.54 Day 45 Other S-6-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10471.10 Day 45 Other S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3996.43 Day 45 Other E-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14378.52 Day 45 Other E-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3661.39 Day 45 Other IG-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8126.62 Day 45 Other IG-2-Q -