Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.FX.3: Swaps

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 Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7548200388.48 4473137741.77 180 - 270 Days None None Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6665867381.43 3935867798.22 Day 27 None None Day 2 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 1292703438.23 3850658898.07 Day 8 None None Day 25 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 5727313415.72 5420368420.73 Day 41 None None Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 3152019805.53 5784271558.45 Day 39 None None Day 52 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 2003325317.73 7573292742.50 Day 35 None None >3 Yr <= 4 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8782818687.93 8157326177.22 180 - 270 Days None None Day 12 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 4437622311.80 9994921687.94 Day 20 None None >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 7396750196.21 2188766554.46 Day 50 None None Day 42 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 5116556747.86 651410184.29 Day 32 None None Day 37 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3049290538.31 6387802339.85 Open None None Day 8 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7967761402.46 7173270188.39 Day 50 None None >2 Yr <= 3 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 1320077797.87 3023842076.27 Day 26 None None Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 9995934681.46 7287166316.82 >4 Yr <= 5 Yr None None Day 32 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3034118845.75 2419232527.74 Day 32 None None Day 2 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1799652452.85 3851612836.53 Day 56 None None 75 - 82 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2032151082.75 4893410701.89 Day 24 None None Day 46 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 9291753279.70 3217759923.31 Day 13 None None Day 40 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 5433473054.43 9952178156.73 Day 30 None None 151 - 179 Days Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8000466658.94 1767588258.67 Day 58 None None Day 17 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2118886721.72 4927122862.06 Day 51 None None Day 30 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4812652730.70 9356989630.39 68 - 74 Days None None Day 45 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 916134344.68 897796056.16 Day 8 None None Day 18 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 6010024630.77 1888111637.55 Day 14 None None Day 18 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3746610788.33 5148963481.41 68 - 74 Days None None Day 32 Liberty Capital Markets Inc.