Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.FX.2: Forwards and Futures

Report Date Reporting Entity PID Product Maturity Amount (Curr 1) Maturity Amount (Curr 2) Maturity Bucket Option Direction Forward Start (Curr 1) Forward Start (Curr 2) Forward Start Bucket Counterparty G-SIB Settlement Business Line Internal Internal Counterparty
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 8449438026.27 5609219814.31 >= 1 Yr <= 2 Yr None None Open Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 797484970.21 2458511413.99 Day 19 None None Day 60 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 246730466.22 2884074353.11 Day 33 None None Day 58 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3634211855.90 4065697645.15 Day 22 None None >= 1 Yr <= 2 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3699792088.34 9108081957.59 Day 13 None None Day 5 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 4825323057.22 7986909402.85 271 - 364 Days None None Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 9977450216.71 5483576576.43 91 - 120 Days None None Day 57 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7303414977.62 2320809057.43 Day 10 None None Day 32 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 1000244246.30 5017313304.87 61 - 67 Days None None Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 2966637320.85 7778450823.12 68 - 74 Days None None Day 1 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 9383406699.71 711896747.00 Day 17 None None Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 7187060246.33 896858124.40 Day 16 None None 271 - 364 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 8754743512.22 4839614386.10 Day 23 None None Day 31 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 7607514661.10 3527287017.59 Day 16 None None Day 25 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 1313026587.98 5695507797.35 Day 41 None None Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 4742389854.95 9853111591.42 Day 23 None None Day 9 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 166084040.88 808988999.01 Day 27 None None Day 54 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 1602412093.24 6075282647.95 Day 15 None None Day 32 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 1288714188.78 459058097.49 Day 17 None None Day 36 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3172942080.86 8400923379.22 Day 48 None None Day 60 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2516931753.40 8798206885.37 Day 55 None None Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 5256487559.36 1153018940.81 Day 32 None None Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2784633393.89 8705204299.13 Day 8 None None Day 12 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 8949276540.49 3373551146.30 Perpetual None None Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 9053732456.12 2644975321.45 Day 27 None None Open Liberty Financial Group, Inc. - Parent Company Only