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 3823.11 121 - 150 Days Other N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16741.10 121 - 150 Days Other N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3904.38 121 - 150 Days Other N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4200.71 121 - 150 Days Other N-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5234.00 121 - 150 Days Other N-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7050.83 121 - 150 Days Other N-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6474.79 121 - 150 Days Other P-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8198.83 121 - 150 Days Other P-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8726.29 121 - 150 Days Other S-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13137.60 121 - 150 Days Other Y-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8501.10 121 - 150 Days Other Y-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4058.76 121 - 150 Days Other Y-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8471.53 121 - 150 Days Other Y-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4151.88 121 - 150 Days Other Z-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2639.88 121 - 150 Days Other A-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15179.99 121 - 150 Days Other A-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6735.09 121 - 150 Days Other A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5007.82 121 - 150 Days Other A-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11962.24 121 - 150 Days Other CB-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3976.21 121 - 150 Days Other CB-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10412.83 121 - 150 Days Other CB-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16654.02 121 - 150 Days Other E-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2875.24 121 - 150 Days Other E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4497.64 121 - 150 Days Other G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9968.74 121 - 150 Days Other G-2 -