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 International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 7159249390.17 6916068469.16 >3 Yr <= 4 Yr None None Day 51 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 982804578.79 3801343483.46 Day 22 None None Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 7438156966.92 3088743678.68 Day 24 None None Day 31 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 5647607632.00 4718314146.29 Day 48 None None Day 3 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4154648122.71 3883670571.38 180 - 270 Days None None Day 25 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7491939992.21 3272914549.76 Day 49 None None >4 Yr <= 5 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 6508156390.56 4739062730.34 Day 38 None None Day 37 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7807977988.85 3123787725.99 Day 29 None None Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 5311009858.09 4595495981.96 Day 4 None None Day 51 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 1285404055.00 6598903159.28 Day 5 None None Day 54 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 495476328.00 1233217922.87 Day 33 None None 271 - 364 Days Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 6701488807.90 4598625662.16 Day 54 None None Day 46 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 9683574102.57 9446144576.48 121 - 150 Days None None Day 46 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 3081666523.99 4759358955.06 Day 50 None None Day 47 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 9687126688.78 5705457006.41 Day 21 None None Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 8583698100.28 4721261563.87 Day 54 None None Day 59 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 8823298941.79 5398929038.41 151 - 179 Days None None Day 20 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 2418990593.48 5069982119.24 Day 59 None None Day 45 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3502692870.03 1377790077.86 Day 30 None None Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 7062691162.01 4230745594.13 Day 33 None None Day 58 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 5700414078.08 1003854778.42 Day 34 None None Day 31 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 2052139732.52 287922061.82 Day 45 None None Day 8 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 4951968485.52 1816398172.23 Day 28 None None Day 40 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 2685080804.30 8357439733.95 Day 17 None None 91 - 120 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4484948358.37 4411910726.96 Day 45 None None Day 60 Liberty Financial Group, Inc. - Global Consolidated Entity