| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
2545712777.41 |
7568174215.61 |
Day 10 |
|
None |
None |
83 - 90 Days |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
9168820866.32 |
8053911016.24 |
Day 37 |
|
None |
None |
91 - 120 Days |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
36910367.39 |
4147681758.42 |
Day 47 |
|
None |
None |
Day 33 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
3323498856.22 |
2957480485.02 |
Day 1 |
|
None |
None |
Day 39 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
8928285317.84 |
7367451907.77 |
Day 3 |
|
None |
None |
61 - 67 Days |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
936558043.41 |
2977519520.11 |
Day 24 |
|
None |
None |
Day 46 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
3490075677.84 |
7246829863.73 |
Day 15 |
|
None |
None |
Day 27 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
496729379.44 |
6657141952.54 |
Day 7 |
|
None |
None |
>2 Yr <= 3 Yr |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
6024806967.38 |
8995016296.69 |
Day 29 |
|
None |
None |
Day 49 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
4818119277.65 |
5450583123.79 |
Day 51 |
|
None |
None |
Day 51 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
1094932390.80 |
4350181919.84 |
Day 5 |
|
None |
None |
Day 21 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
6067285421.17 |
6863733022.19 |
Day 24 |
|
None |
None |
Day 6 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
1849238096.78 |
2837584154.44 |
Day 49 |
|
None |
None |
Day 32 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
8440250810.44 |
25908306.53 |
Day 24 |
|
None |
None |
Day 42 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
6554384527.27 |
7621362742.65 |
Day 54 |
|
None |
None |
83 - 90 Days |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
567288695.70 |
6678904507.88 |
Day 51 |
|
None |
None |
Open |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
3635284301.62 |
8698608861.98 |
Day 29 |
|
None |
None |
Day 28 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
5950198501.09 |
625767420.36 |
Day 58 |
|
None |
None |
Day 58 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
2381825198.51 |
2083510839.91 |
Day 49 |
|
None |
None |
>4 Yr <= 5 Yr |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
6536380176.07 |
5751113507.57 |
Perpetual |
|
None |
None |
Day 48 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
478778805.03 |
452154708.58 |
Day 10 |
|
None |
None |
Day 39 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
691880298.78 |
417941805.84 |
83 - 90 Days |
|
None |
None |
Day 29 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
7344273513.65 |
7400238806.08 |
Day 18 |
|
None |
None |
Day 28 |
|
|
|
|
|
Liberty Financial Group, Inc. - Global Consolidated Entity |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
4696264292.26 |
5689425037.83 |
83 - 90 Days |
|
None |
None |
Day 11 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
7050921356.02 |
7675347654.17 |
Day 49 |
|
None |
None |
Day 31 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |