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 6574170981.92 1373095434.78 Day 59 None None >3 Yr <= 4 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 5594689686.98 620859103.46 Day 57 None None 75 - 82 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 980299565.60 6282452287.77 91 - 120 Days None None 121 - 150 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 7548636117.69 6692290741.04 Day 7 None None Day 52 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8021320221.78 9061019249.43 Day 20 None None Day 20 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1079775450.56 6896895137.07 Open None None 91 - 120 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 1391501359.61 9423739775.55 180 - 270 Days None None Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4454766647.87 2365566206.22 Day 21 None None Open Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 4762521096.63 5491136394.18 Day 15 None None Day 48 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 3526982312.13 1011511528.42 Day 16 None None Day 45 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 1729843894.45 3807751584.19 Perpetual None None Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7982627267.09 4009670996.09 Day 42 None None Day 48 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9473275237.72 1965420060.90 Day 25 None None Day 32 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4709632704.06 4631085265.43 Day 5 None None Day 41 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1992541028.89 2908924413.13 Day 33 None None Day 25 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3229704453.37 9661002030.75 121 - 150 Days None None 68 - 74 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9224857379.63 3562246951.46 Perpetual None None Day 36 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 462249320.17 5373263090.12 Day 40 None None Day 14 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 4701455965.45 5014668880.18 Day 29 None None Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 3663363409.49 6013995829.25 Day 53 None None Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4682815260.73 7467839911.38 Day 39 None None Day 46 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 4142661481.96 9750910300.09 >3 Yr <= 4 Yr None None Day 26 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8759628028.03 3467509126.38 Day 20 None None >5 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8944457531.16 9848683238.79 Day 53 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 8807874312.09 222228431.14 Day 43 None None >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Parent Company Only