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 Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 2174714271.97 2125396296.18 Day 35 None None Day 40 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 9132971117.46 9610772435.95 Day 44 None None Day 15 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 4308236631.93 4922443009.17 Day 16 None None Day 20 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7621051774.14 3988019642.37 >4 Yr <= 5 Yr None None Day 11 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 3750920559.87 1949712405.04 Day 19 None None Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 7052105200.78 5470418520.42 Day 58 None None Day 8 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4845978862.00 2609887247.24 Day 53 None None Day 20 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 2610673466.45 4883050943.26 75 - 82 Days None None Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 1494298741.27 7672754227.48 Day 20 None None 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3094678613.21 5706287853.45 Day 21 None None Day 47 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 6633305.49 8834164743.46 Day 2 None None >3 Yr <= 4 Yr 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 3283413904.94 5553524343.08 Day 2 None None Day 54 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 5297852187.98 3437400458.91 Day 14 None None Day 3 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 4434715167.59 6245109377.74 Day 55 None None Day 4 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 5293787277.55 6761036657.35 Day 34 None None Day 33 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 4314316200.46 8359181320.12 Day 19 None None Day 9 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 4546731602.81 217573420.70 Day 25 None None Day 4 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 5062413142.43 5770802435.97 Day 28 None None Day 7 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 4301262176.53 6739443419.41 >= 1 Yr <= 2 Yr None None Day 53 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 9993077185.20 7351294387.58 Day 43 None None Day 35 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 5566268971.65 3742124493.30 Day 26 None None Day 8 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3464444232.64 4711061254.94 Day 32 None None >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 6680027525.60 134397778.09 121 - 150 Days None None Day 44 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4866786515.86 4964614364.75 Day 21 None None Day 23 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 2179655557.38 6068855105.12 Day 29 None None 151 - 179 Days Liberty Financial Group, Inc. - Parent Company Only