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 6688147061.29 5625593209.72 Day 8 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 1589131586.95 1107334698.23 121 - 150 Days None None Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6829113879.14 2904507657.41 Day 28 None None >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 8095378139.89 4291446396.18 Day 57 None None Perpetual Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4405058902.45 3463746965.48 Day 24 None None Day 27 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 7177265435.08 2015162673.79 Day 19 None None Day 27 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 8583876140.77 5303147553.35 Day 34 None None Open Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 417798803.31 2135525277.58 >5 Yr None None Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 96160997.51 6691443899.72 Day 14 None None Open Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 476177441.15 7258043418.76 Day 4 None None Day 41 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 2278643027.21 1281887900.84 Day 2 None None 91 - 120 Days 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 316055317.19 2662932463.97 Day 45 None None >2 Yr <= 3 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2230488317.85 3193705023.38 Day 19 None None Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3165757895.80 6017563997.50 Day 4 None None Day 33 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 8546159954.73 8356575403.39 Day 54 None None >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 5546259920.63 9959546493.41 Day 38 None None Day 52 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2377055228.34 4319061660.80 Day 57 None None 68 - 74 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 957306042.27 6693388404.69 Day 5 None None 271 - 364 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 2968039419.46 6058354010.13 Day 39 None None 271 - 364 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 5040147136.98 4650877084.41 151 - 179 Days None None Perpetual Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 8438854074.44 659251617.39 Day 16 None None Day 30 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 7695603085.37 5311377786.81 Day 37 None None Day 10 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4518631371.87 6265453365.24 >4 Yr <= 5 Yr None None Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 1280811592.76 3245776376.90 Day 50 None None 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 1404809536.67 2571041029.40 Day 49 None None 75 - 82 Days Liberty Financial Group, Inc. - Global Consolidated Entity