| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
4858300383.51 |
8238179001.55 |
>3 Yr <= 4 Yr |
|
None |
None |
Day 24 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
4150706261.71 |
9291409994.70 |
Day 15 |
|
None |
None |
Day 57 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
4043036407.21 |
5669907209.70 |
Day 19 |
|
None |
None |
Day 4 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
3628388309.56 |
4835085817.79 |
>2 Yr <= 3 Yr |
|
None |
None |
Day 28 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
6516843902.87 |
3994968678.09 |
Day 35 |
|
None |
None |
Day 21 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
4149232818.33 |
3439696949.90 |
Day 47 |
|
None |
None |
Day 23 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
2803171941.79 |
4296509730.67 |
Day 38 |
|
None |
None |
Day 31 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
3283634996.51 |
6905202000.80 |
Day 1 |
|
None |
None |
Day 60 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8338313215.81 |
3316628223.05 |
Day 48 |
|
None |
None |
Day 25 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
5162149891.32 |
3087117713.83 |
Day 1 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
316263509.71 |
5922355190.43 |
Day 15 |
|
None |
None |
Day 34 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
3381532759.34 |
1676057656.69 |
Day 30 |
|
None |
None |
>4 Yr <= 5 Yr |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
2178808044.17 |
2283938692.94 |
Day 60 |
|
None |
None |
>2 Yr <= 3 Yr |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
1342553085.21 |
7129769103.28 |
Day 2 |
|
None |
None |
Day 59 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
2893496380.17 |
5200586169.23 |
Day 20 |
|
None |
None |
Day 18 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
5722424830.77 |
1922788993.69 |
Day 59 |
|
None |
None |
Day 32 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
7644574803.01 |
6016233901.53 |
Day 28 |
|
None |
None |
Day 19 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
1619947332.09 |
5655449506.26 |
Day 57 |
|
None |
None |
Day 39 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8236420003.64 |
9251873516.27 |
121 - 150 Days |
|
None |
None |
Day 22 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
3225692491.08 |
7512068709.38 |
Day 36 |
|
None |
None |
121 - 150 Days |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
9587649909.65 |
4662315407.77 |
Day 31 |
|
None |
None |
Day 44 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
9933997275.36 |
1811088633.66 |
Day 26 |
|
None |
None |
Day 4 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
3163890474.68 |
4671388408.97 |
Day 6 |
|
None |
None |
180 - 270 Days |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
9688166531.72 |
3986581114.11 |
Day 6 |
|
None |
None |
Day 16 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
6482302063.41 |
8250849539.31 |
Day 12 |
|
None |
None |
Day 48 |
|
|
|
|
|
Liberty National Bank |