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 9471033493.65 7462106094.78 Day 24 None None Day 57 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 1982161565.00 4710609873.41 83 - 90 Days None None Day 9 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6634111610.71 5038543282.31 61 - 67 Days None None Day 56 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9651617419.97 3000465999.08 Day 24 None None Day 52 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 3098389814.15 2460248434.92 Day 11 None None Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8886966080.71 4305351029.82 Day 26 None None Day 50 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6351016554.55 1184347547.34 180 - 270 Days None None Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9529154654.08 1192500039.80 Day 14 None None Day 6 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9025372841.15 7688534511.00 Day 15 None None Day 51 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6783981780.43 227564424.43 Day 60 None None Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2288469796.22 6081587698.31 Day 20 None None Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4454032403.99 6978638852.43 Day 9 None None Day 55 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7795178664.41 8101572151.07 Day 22 None None Day 50 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4453215691.50 852875578.76 61 - 67 Days None None Day 54 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6123397111.49 1899846783.00 >5 Yr None None Day 7 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 363842246.89 5330145773.84 Day 25 None None Day 47 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6283431274.13 4403786279.25 Day 43 None None Day 46 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8867320961.56 8947093907.68 Day 36 None None Day 48 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1812705166.94 6993555780.16 Perpetual None None Day 50 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9164645204.31 7017514071.23 Day 10 None None Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7935806381.08 6236561558.66 Day 15 None None Day 2 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8223813216.85 6250324874.65 Day 15 None None Day 14 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9984534044.51 6484467836.25 Day 58 None None Day 42 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6048478508.05 6240561388.67 Day 31 None None Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7002723187.70 588425554.91 Day 26 None None Day 44 Liberty Financial Group, Inc. - Global Consolidated Entity