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. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2427771984.62 7157233291.66 Day 52 None None Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 6732394094.40 4252177007.86 Day 43 None None Open Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 1823121422.61 8373424827.04 Day 29 None None Day 31 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 6296784622.43 6156124196.86 75 - 82 Days None None Day 17 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 2349321005.89 8793647030.55 Day 52 None None Day 44 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 7365499609.92 6142341642.65 Day 24 None None Perpetual Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 4266022803.84 5980710862.35 61 - 67 Days None None Day 50 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 6236383548.76 4668833842.25 Day 5 None None Day 12 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 9994624670.93 9961924789.43 Day 19 None None Day 52 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 3470610640.09 8880927234.27 180 - 270 Days None None Day 28 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 8226421555.62 7488098397.91 Day 25 None None Day 15 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 5366150850.58 5673588632.50 Day 59 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 8223698485.83 8621098560.30 Day 6 None None Day 32 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 6870116065.59 3353348669.66 Day 19 None None Day 16 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 2808195119.52 2016219192.24 83 - 90 Days None None Day 22 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 2220342777.72 56331579.92 Day 58 None None Day 47 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 3898569070.71 5268856898.96 Day 46 None None Day 4 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 7552316309.02 2804177491.71 Day 45 None None Day 29 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 4912687359.06 7186901043.73 Day 18 None None Day 32 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 7211100985.13 2164140109.16 Day 47 None None Day 2 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 414357122.17 7934195713.90 Day 20 None None Day 43 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 7198497091.07 6039817108.95 Day 33 None None Day 48 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 6106541366.28 5011488391.27 Day 46 None None Day 41 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 3903341929.88 3187635656.69 Day 28 None None >5 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 6862009004.55 4749666813.64 Day 53 None None Open Liberty Financial Group, Inc. - Global Consolidated Entity