| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8874003764.31 |
4899873077.61 |
Day 8 |
|
None |
None |
>4 Yr <= 5 Yr |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
6707478238.70 |
6510907472.75 |
Day 49 |
|
None |
None |
Day 24 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
3983722737.63 |
7205531339.99 |
Day 32 |
|
None |
None |
Day 30 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
549296352.36 |
1684994354.50 |
Day 52 |
|
None |
None |
Day 27 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
3335701696.65 |
5998329788.62 |
Day 10 |
|
None |
None |
Day 28 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
4357636580.25 |
148353605.33 |
Day 50 |
|
None |
None |
Day 16 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
2881962572.33 |
4120856126.83 |
75 - 82 Days |
|
None |
None |
Day 22 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
9856605642.60 |
2392551155.41 |
Day 2 |
|
None |
None |
Open |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
8512441306.85 |
5057965976.37 |
Day 41 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
5168079987.49 |
1118550424.60 |
Day 45 |
|
None |
None |
Day 32 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
6533330574.50 |
3467466126.68 |
Day 22 |
|
None |
None |
Day 3 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
5776049187.66 |
2882450406.18 |
Day 47 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
1202785202.40 |
814905631.70 |
271 - 364 Days |
|
None |
None |
>2 Yr <= 3 Yr |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
773584846.48 |
7133388651.53 |
Day 56 |
|
None |
None |
68 - 74 Days |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8144816240.92 |
6833369105.57 |
Day 16 |
|
None |
None |
Day 4 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8323024317.35 |
120303567.59 |
68 - 74 Days |
|
None |
None |
91 - 120 Days |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
3959280971.94 |
3074998414.79 |
Day 18 |
|
None |
None |
Day 60 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
2035572998.22 |
4374376237.08 |
Day 36 |
|
None |
None |
Day 36 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
1076178280.89 |
5283914069.52 |
Day 21 |
|
None |
None |
Day 15 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
7172746864.92 |
199619988.83 |
Day 18 |
|
None |
None |
Day 34 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
2666997839.10 |
934531785.22 |
Day 40 |
|
None |
None |
Day 40 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
1301708010.97 |
99902205.70 |
Day 27 |
|
None |
None |
Day 58 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
3607573405.47 |
8362434822.73 |
Day 39 |
|
None |
None |
151 - 179 Days |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
2907782194.95 |
6491321910.42 |
Day 9 |
|
None |
None |
Day 23 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
2994846184.41 |
3429398616.65 |
75 - 82 Days |
|
None |
None |
Day 55 |
|
|
|
|
|
Liberty Capital Markets Inc. |