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 1801084369.81 1341896732.65 Day 53 None None 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 4211209275.44 1516200118.06 Day 16 None None Day 37 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 7939601253.73 6496155506.58 Day 32 None None >5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 8557166644.95 6752855678.75 Day 12 None None 271 - 364 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 2811926541.21 9498450413.00 83 - 90 Days None None >3 Yr <= 4 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 973118238.30 8605020622.85 Day 47 None None Day 25 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 4880889037.13 9767903377.03 Day 12 None None 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 71503067.77 3753638095.12 75 - 82 Days None None Day 53 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 9567821563.60 5660154627.69 Day 14 None None 271 - 364 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1890220256.68 3871031410.44 Day 18 None None Day 51 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2728991613.87 6343375399.61 75 - 82 Days None None Day 48 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1408672600.18 2900672123.88 121 - 150 Days None None Day 52 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 3051627624.74 9705990706.10 Day 8 None None >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 8375506248.67 1778724164.74 Day 57 None None Day 36 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 2826331599.75 1136649495.81 Day 59 None None Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 9845492854.35 1275251277.25 Day 53 None None 121 - 150 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 6984493721.67 2715662056.27 Perpetual None None Day 52 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7086624484.69 8164462347.77 Day 1 None None Day 25 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4184573196.67 5255123999.41 Day 54 None None Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 2008167718.65 9964356556.15 Day 54 None None Day 31 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 158772303.65 7222811098.33 Day 8 None None Day 13 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 7245785651.88 1989218791.20 Day 32 None None Day 34 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 7023900224.64 6058995956.88 Day 45 None None Day 1 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 1548588136.18 8213958122.44 Day 6 None None Open Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 4267601034.20 8779389977.52 Day 54 None None Day 21 Liberty National Bank