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 2677117224.06 5889972107.06 Perpetual None None Day 36 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 606585572.28 6750393477.46 Day 59 None None Day 16 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 5866219091.20 2609662867.98 61 - 67 Days None None Day 20 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 3909744428.39 2864047632.07 >4 Yr <= 5 Yr None None Day 13 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 2555206115.80 4491176036.04 180 - 270 Days None None Open Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 1172769503.54 8665725180.42 Day 17 None None Day 42 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 6888412016.17 9771985794.42 Day 24 None None Day 37 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 2723451877.69 107285868.86 Day 11 None None Day 33 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.2 S.FX.2: Forwards and Futures 269541571.15 829821465.88 Day 50 None None Day 42 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 8388130440.34 5892507263.62 75 - 82 Days None None Day 20 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.2 S.FX.2: Forwards and Futures 8739127031.69 4939645613.71 Day 27 None None Perpetual Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 9649246399.24 2576000220.99 Day 55 None None Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 5736261836.94 3846209912.09 Day 1 None None Day 51 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 6228221431.49 1508148549.70 Day 60 None None Day 41 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 3372624440.08 4775119106.73 Day 49 None None Day 20 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.2 S.FX.2: Forwards and Futures 2489491507.71 3994361314.32 Day 35 None None Day 53 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 7474754514.92 4697262558.83 Day 55 None None Day 38 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 1526753047.56 1907737702.32 Day 48 None None Day 41 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 4824325525.22 9163883550.06 Day 24 None None 121 - 150 Days 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 896860412.29 9580085760.63 Day 32 None None Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 4824607445.25 7965291363.91 68 - 74 Days None None Day 16 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 4936781199.49 6462462754.16 Day 3 None None Day 52 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.2 S.FX.2: Forwards and Futures 8169097111.78 967623930.39 75 - 82 Days None None Day 18 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.2 S.FX.2: Forwards and Futures 6612169810.72 1990198283.27 Day 30 None None Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.2 S.FX.2: Forwards and Futures 8809822604.08 9836520639.66 61 - 67 Days None None 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity