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 4195591093.88 9984501329.96 Day 4 None None 68 - 74 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 6481788620.44 7252013504.22 Day 38 None None Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 8637812927.90 5065290289.56 Day 50 None None Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 3383055458.26 1445164276.17 Day 7 None None Day 58 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 7794997596.54 4400208350.37 Day 56 None None Day 58 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4031872944.56 5848085275.12 Day 8 None None Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 4553023593.16 6245841341.09 Day 34 None None Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 4906082302.73 8308681033.38 Day 29 None None >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 3342345736.58 5974890533.24 Day 35 None None Day 36 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 279086210.95 868033096.01 68 - 74 Days None None Day 8 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 4145512736.27 4521994072.42 Day 60 None None Day 60 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 2722225212.75 1622015835.77 Day 43 None None Day 18 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 1880062034.62 6234716015.07 Day 30 None None Day 17 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2845161242.21 8856448008.97 Day 46 None None Day 19 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3704179518.81 9005253807.35 180 - 270 Days None None Day 60 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 8288215694.67 4862144425.08 Day 38 None None Day 16 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 8719671966.54 8327984280.90 Day 54 None None 75 - 82 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 108207892.98 6031639021.62 Day 49 None None Day 43 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 9857513578.70 1557571713.96 68 - 74 Days None None Day 16 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 4965172173.66 7411792728.52 271 - 364 Days None None Day 43 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 6239323460.19 6976295369.76 Day 2 None None Day 38 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 7080884214.85 8209845385.43 Day 2 None None Day 27 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 7049443845.26 7117299078.82 68 - 74 Days None None Day 24 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 2994494142.12 7562162739.86 151 - 179 Days None None Day 25 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 6038590399.15 3133760340.05 >5 Yr None None Perpetual Liberty National Bank