Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.6: Forward Asset Purchases

Report Date Reporting Entity PID Product Sub Product Market Value Lendable Value Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Collateral Class Treasury Control Accounting Designation Effective Maturity Bucket Encumbrance Type
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 450508.26 None USD Perpetual None E-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 22996.65 None USD Perpetual None IG-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 68652.34 None USD Perpetual None IG-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 79804.19 None USD Perpetual None C-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 247681.74 None USD Perpetual None CB-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 508796.57 None USD Perpetual None E-10 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 62104.37 None USD Perpetual None E-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 609736.57 None USD Perpetual None E-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 91127.56 None USD Perpetual None E-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 193073.37 None USD Perpetual None E-6 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 185831.70 None USD Perpetual None E-7 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 870566.17 None USD Perpetual None E-8 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 513425.97 None USD Perpetual None E-9 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 411571.13 None USD Perpetual None G-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 837104.74 None USD Perpetual None IG-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 354450.34 None USD Perpetual None IG-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 418666.46 None USD Perpetual None IG-5 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 546095.25 None USD Perpetual None IG-6 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 318551.12 None USD Perpetual None IG-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 357109.51 None USD Perpetual None IG-8 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 153619.96 None USD Perpetual None L-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 6258.93 None USD Perpetual None L-10 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 90245.62 None USD Perpetual None L-11 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 124117.16 None USD Perpetual None L-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 262046.81 None USD Perpetual None L-3 No