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 6892289382.86 921297036.35 61 - 67 Days None None Day 28 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 5818853449.59 9066714984.67 61 - 67 Days None None Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 446286201.46 9833456958.25 Day 13 None None Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6901251161.25 1388423497.60 >5 Yr None None 121 - 150 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 239014161.83 1994042038.35 Day 3 None None Day 35 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 778010351.34 6688724105.14 Day 33 None None >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7958854410.35 1155469772.25 121 - 150 Days None None Day 57 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7418060365.77 6821802073.32 Day 58 None None Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3927387633.55 9292361592.43 Day 18 None None Day 14 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2667648963.70 7361392565.26 >= 1 Yr <= 2 Yr None None Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4545739863.28 4785238629.21 83 - 90 Days None None Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5086813134.38 7644349746.39 68 - 74 Days None None 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2013071435.40 3442550456.17 Day 21 None None Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 1509458332.49 1074309213.87 Day 16 None None Day 46 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7666331743.76 3650300951.35 Day 12 None None Day 3 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9660629601.34 9887617207.76 Day 49 None None Day 5 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6964089631.21 4078782461.50 Day 35 None None >5 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9122967181.55 4070448750.99 91 - 120 Days None None Day 42 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 4087379243.04 3010656045.94 Day 58 None None Day 20 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6342931357.15 9083274434.09 Day 58 None None Day 17 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4662544942.14 4727573799.66 Day 18 None None Day 50 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9942268123.78 7088248960.33 Day 7 None None Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1588105758.80 602512301.51 Day 48 None None 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7370291403.32 8228403307.23 Day 56 None None Day 30 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3497828903.11 4924039947.26 Day 12 None None Day 60 Liberty International Finance Ltd.