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 7747509019.47 2632667351.80 Day 42 None None >2 Yr <= 3 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 1171561804.48 9480782238.97 Day 22 None None Day 39 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 290360875.39 8025552625.93 Day 18 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 9763356535.34 767924386.64 Day 54 None None Day 58 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 5976660156.84 9116445215.34 Day 35 None None 61 - 67 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1955552034.87 7281434603.87 Day 45 None None Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1075098758.76 3937075440.04 Day 49 None None Day 1 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 7349397572.77 3760169208.38 Day 12 None None Perpetual 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 4002723685.63 1217807340.21 Day 38 None None Day 13 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6465107378.63 2424651058.72 Day 28 None None Day 59 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 3884043573.36 8791844082.72 Day 32 None None Day 58 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 6040902892.15 3609813137.32 >2 Yr <= 3 Yr None None Day 54 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6681866152.37 1560732217.44 180 - 270 Days None None Day 46 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 7367054163.35 4944143102.32 121 - 150 Days None None 271 - 364 Days Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3494287948.68 6004863564.12 >2 Yr <= 3 Yr None None 91 - 120 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 2576272049.89 6694546803.02 Day 42 None None 83 - 90 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 3428017867.06 7802239356.80 121 - 150 Days None None Day 10 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 441898955.52 9243184197.43 68 - 74 Days None None Day 27 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6813680755.49 6691069254.37 Day 32 None None Day 15 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 1703715862.57 8396703663.04 Day 22 None None >2 Yr <= 3 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 8731254146.22 5369347791.83 Day 39 None None Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 7741049643.59 922037027.49 Day 34 None None >3 Yr <= 4 Yr Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 2078072414.04 2329259752.63 Day 42 None None Day 42 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 8386980969.63 2446623292.25 Day 1 None None Day 30 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 3808453463.06 6726424882.15 Day 36 None None Day 37 Liberty Financial Group, Inc. - Parent Company Only