| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
8052240876.18 |
2115808153.52 |
180 - 270 Days |
|
None |
None |
Day 18 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
8703559659.15 |
3072141165.41 |
Day 6 |
|
None |
None |
Day 44 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8051040193.36 |
7001458128.99 |
Day 60 |
|
None |
None |
Day 13 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
2135143716.27 |
9629017147.98 |
Day 30 |
|
None |
None |
Day 52 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
6488567408.20 |
9079830067.70 |
Day 23 |
|
None |
None |
Day 3 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
9901837805.46 |
798839294.37 |
Day 38 |
|
None |
None |
Day 31 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
4612861405.49 |
3465857668.29 |
Day 51 |
|
None |
None |
Day 13 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
9266828929.87 |
4181338234.23 |
Day 58 |
|
None |
None |
Day 59 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8298476868.06 |
1906736201.04 |
Day 42 |
|
None |
None |
Day 14 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
1229073731.81 |
1723679.63 |
Day 42 |
|
None |
None |
Day 44 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
5152081072.07 |
3961244870.88 |
>3 Yr <= 4 Yr |
|
None |
None |
Day 41 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
1792102457.40 |
9213238610.39 |
Day 10 |
|
None |
None |
Day 27 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
7593325734.43 |
2648536778.62 |
>3 Yr <= 4 Yr |
|
None |
None |
Day 40 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
4155221256.90 |
6955096629.01 |
Day 49 |
|
None |
None |
Day 32 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
7783284866.39 |
2952056588.02 |
Day 10 |
|
None |
None |
68 - 74 Days |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
4896458825.07 |
9474062769.06 |
Day 41 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
4063145121.90 |
3522316630.38 |
Day 21 |
|
None |
None |
68 - 74 Days |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
891689821.41 |
2372758157.83 |
Day 45 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
1417374333.03 |
2619223040.52 |
Day 39 |
|
None |
None |
Day 59 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
4127716184.89 |
1320925988.01 |
Day 8 |
|
None |
None |
121 - 150 Days |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
6357037829.19 |
1076643104.13 |
Day 25 |
|
None |
None |
Day 45 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
187596553.56 |
5714100140.37 |
151 - 179 Days |
|
None |
None |
Day 26 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
1750398183.02 |
5839997883.24 |
Day 25 |
|
None |
None |
Day 51 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
9265190271.51 |
2416032330.01 |
Day 38 |
|
None |
None |
Day 3 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
6589219251.20 |
2418704312.98 |
Day 24 |
|
None |
None |
Day 47 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |