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 6138986161.32 9702849585.63 Day 57 None None 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3601707502.57 4970854176.73 Day 3 None None 75 - 82 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 727034415.33 9533880361.74 Day 11 None None 75 - 82 Days Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4696733750.14 7277093781.23 75 - 82 Days None None Day 21 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 2512381976.80 51216455.88 Day 7 None None Day 55 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8329982208.97 7697697058.13 Day 46 None None Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4069868741.96 8278937690.44 Day 24 None None Day 31 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9402748508.95 3848735507.87 Day 5 None None Day 2 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9815304053.62 2763103248.21 Day 8 None None Day 34 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 7297647027.20 9363717357.87 Day 41 None None Day 36 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 2293322131.82 3999102079.53 Day 34 None None >3 Yr <= 4 Yr Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9082049409.17 3412694336.80 Day 46 None None Day 25 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 82176916.48 7793761734.63 >5 Yr None None Day 59 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6402053110.14 9724481449.06 Day 33 None None Day 16 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3020647667.17 3321765751.87 Day 55 None None Day 26 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 1052886434.43 6346069003.09 Day 40 None None Day 14 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 2339542796.68 6020527938.30 Day 27 None None Day 30 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 4125731426.96 2552553805.71 Day 14 None None Day 44 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9133990952.19 766201411.20 Day 26 None None >5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6739171698.64 2365148845.82 Day 20 None None Day 15 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3131376742.90 7501035797.50 Day 51 None None Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 1204273824.19 4822077738.47 Day 43 None None Day 15 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 635780948.64 7906943038.45 Day 13 None None Day 6 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6239959689.37 6340784545.68 Day 7 None None Day 4 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 6397946689.83 1638306629.06 151 - 179 Days None None Day 52 Liberty International Finance Ltd.