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 National Bank S.FX.3 S.FX.3: Swaps 6717858498.00 4060172321.84 Day 9 None None Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9117273882.56 8906159586.40 Day 55 None None 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 4146922125.06 7955623091.03 Day 57 None None Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 1020541137.36 7466984569.18 Day 38 None None Day 53 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 1507953553.59 2518745241.63 68 - 74 Days None None Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9783528873.85 5030322733.52 >4 Yr <= 5 Yr None None Day 35 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 5684411311.55 8105856467.63 Day 23 None None Day 56 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6495642109.28 347851875.54 Day 12 None None Day 4 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7161540434.19 3026511661.54 Day 51 None None Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6293537381.32 8596388909.26 Perpetual None None 68 - 74 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 4267223723.23 2873012456.62 Open None None Day 19 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3371678755.79 2801173650.36 Day 18 None None Day 24 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 965134131.58 4823733479.39 Day 50 None None Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 320697147.65 1964299331.93 Day 9 None None 61 - 67 Days Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7460315785.32 5244101939.34 Day 33 None None 151 - 179 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 233892700.46 4635659532.47 Day 7 None None >2 Yr <= 3 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 4609329104.98 8034677178.74 Day 60 None None Day 22 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 6058855456.03 275512828.80 61 - 67 Days None None Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9329687296.70 1032984487.27 >4 Yr <= 5 Yr None None Day 9 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9867569194.06 9238250109.91 Day 52 None None Day 9 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8735772431.42 1656988908.39 Day 46 None None 83 - 90 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3968837367.69 6509761391.47 Day 49 None None Day 11 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 5086758316.12 3208619240.57 Day 40 None None Day 3 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6391978640.35 7184858360.30 Day 5 None None Day 22 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3152206799.54 3130653139.99 Day 30 None None Day 42 Liberty International Finance Ltd.