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 9738833810.21 806621624.34 >4 Yr <= 5 Yr None None Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7237962103.00 5228093174.95 Day 41 None None Day 51 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 1711505557.18 6643906338.18 Day 32 None None >5 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 9375343071.89 9287188541.37 Day 28 None None Day 6 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3885729598.32 6492732308.22 Day 11 None None Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 3575063484.53 9701819070.76 Day 44 None None Day 36 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 5965371877.85 7982140405.56 Perpetual None None >= 1 Yr <= 2 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 7232371332.09 2435130679.41 Day 28 None None 121 - 150 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6674736791.12 2416127116.98 Perpetual None None Day 6 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 5694504416.58 410960194.62 Day 7 None None Day 27 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 5402496709.21 1386036121.90 Day 7 None None Day 8 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 6017920598.59 2380498673.12 180 - 270 Days None None Day 53 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 8005613263.46 5233002147.15 >4 Yr <= 5 Yr None None Day 8 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 5371457263.70 3437168170.57 Day 50 None None 68 - 74 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 1812324226.63 8211048126.90 Day 9 None None Day 7 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 6770583110.51 3852413521.11 Day 59 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 2422164986.14 1473470158.19 Day 42 None None Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 733585260.22 9707056225.04 Day 22 None None >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 654976679.88 7601397052.79 Day 28 None None Day 27 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 5814162056.56 4002259309.24 Day 51 None None Day 53 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 7151866835.91 5349164786.52 Day 28 None None Day 37 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 6340097415.20 3167415651.07 Day 57 None None Day 60 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6746700531.78 9065988621.44 Day 25 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 3543170682.66 6026676226.51 Day 43 None None Day 30 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 4008078347.32 185840464.14 Day 39 None None Day 41 Liberty National Bank