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 Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 6279658489.50 2513606284.55 Day 48 None None Day 39 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 3749797118.88 8076568734.53 Day 57 None None Day 33 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3363888098.70 4319871089.83 Day 10 None None Day 22 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 9383254545.12 7206846453.86 Day 29 None None Day 51 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 2573058280.91 1954343134.50 Day 20 None None 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4117661583.84 3518401736.48 Day 3 None None Day 17 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 969717053.04 705258890.41 Day 29 None None Day 36 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 7442800003.87 3213552392.66 68 - 74 Days None None Day 20 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 4193676485.97 8394756837.94 Day 49 None None Day 53 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 1920435794.31 4025515115.43 Day 59 None None 121 - 150 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1401744708.98 6935108485.41 Day 41 None None Day 42 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 4058630930.47 976931570.83 180 - 270 Days None None Day 55 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 9517837871.41 212543680.45 75 - 82 Days None None 151 - 179 Days Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 9777916220.83 9379511204.11 Day 60 None None Day 34 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 972984509.88 7823179523.24 Day 50 None None Day 44 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 8938688927.07 3270167717.79 Day 20 None None Day 32 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 9488199953.51 9767756412.45 Day 45 None None Day 46 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 4531165394.95 7860527224.50 Day 38 None None Day 2 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 8701477435.59 4736192532.57 151 - 179 Days None None Day 42 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4399414513.01 5115516057.36 Day 23 None None Day 49 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 5060202480.12 6482378083.16 Perpetual None None Day 46 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 2262412796.26 1875479544.85 Day 17 None None Day 42 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3961665816.81 4123690748.48 Day 9 None None Day 25 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 3855321677.76 4914147153.57 83 - 90 Days None None 75 - 82 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 6575964933.73 6504622928.76 Day 27 None None Day 8 Liberty Mortgage Services Corp.