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. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 9562589955.82 1730031252.71 Day 59 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 1456752991.80 5409430645.22 Day 45 None None Day 13 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 6891937602.87 7643507160.78 Day 46 None None Perpetual Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 424333908.03 7101583596.75 180 - 270 Days None None Day 9 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 3092217065.31 6542287030.22 Day 9 None None Day 16 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4887623186.56 3741057118.49 Day 20 None None 151 - 179 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 7677477917.15 3549995294.30 Day 58 None None Day 56 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 3314379719.52 1554511645.47 Day 12 None None Day 33 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 1655261362.21 3127026316.19 68 - 74 Days None None Day 27 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 6772512727.53 1708508363.70 Day 57 None None 83 - 90 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4753728888.77 8648026790.01 Day 24 None None Day 41 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 7364922369.39 7840678367.14 Day 42 None None Day 11 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3056997010.44 874379832.65 Day 34 None None Day 53 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 2386450317.91 1859673646.43 Day 56 None None Day 35 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 5794811302.51 617542047.97 >2 Yr <= 3 Yr None None Day 54 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1578340255.80 8201086853.81 Day 32 None None Day 28 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 8673190699.60 2199444229.15 Day 11 None None Day 26 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 5111564145.38 5397938691.64 180 - 270 Days None None 83 - 90 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 1386460609.07 3491464050.26 >4 Yr <= 5 Yr None None >2 Yr <= 3 Yr 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 4587247769.87 953810964.71 Day 17 None None Day 48 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 5728621383.14 358116208.97 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 2227468163.54 7073578644.00 Day 41 None None Day 49 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 1706575035.03 189167149.71 Day 28 None None Day 6 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 9653181832.25 1824344348.03 Day 1 None None Day 19 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 925407035.62 8185409009.61 >5 Yr None None Day 5 Liberty Financial Group, Inc. - Global Consolidated Entity