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 177694.24 None USD Perpetual None L-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 234687.09 None USD Perpetual None L-5 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 490797.61 None USD Perpetual None L-6 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 669785.12 None USD Perpetual None L-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 531023.76 None USD Perpetual None L-8 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 425747.13 None USD Perpetual None L-9 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 249690.98 None USD Perpetual None LC-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 319171.19 None USD Perpetual None LC-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 580155.97 None USD Perpetual None N-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 758556.02 None USD Perpetual None N-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 120985.38 None USD Perpetual None N-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 549936.27 None USD Perpetual None N-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 873700.99 None USD Perpetual None N-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 255885.57 None USD Perpetual None N-6 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 883785.32 None USD Perpetual None N-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 834618.41 None USD Perpetual None P-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 27140.89 None USD Perpetual None P-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 386780.54 None USD Perpetual None S-8 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 814454.93 None USD Perpetual None Y-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 46128.42 None USD Perpetual None Y-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 493668.90 None USD Perpetual None Y-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 850511.01 None USD Perpetual None Y-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 456901.45 None USD Perpetual None Z-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 860588.89 None USD Perpetual None A-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 405219.92 None USD Perpetual None A-3 Yes