Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 2597616870.84 3362548267.99 Perpetual None None Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 366940300.11 242929587.43 Day 10 None None Day 59 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7545335823.68 7000087883.82 Day 19 None None Day 6 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5159792217.94 4894994718.93 Day 36 None None Day 34 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 754848029.51 3905204160.63 271 - 364 Days None None Day 28 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1187209565.63 9479826237.17 Day 53 None None Day 54 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2895943068.98 2638998881.30 Day 44 None None Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 2545363055.95 8496779606.53 Day 48 None None >2 Yr <= 3 Yr Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 5765688594.51 1706898813.78 Day 34 None None Day 9 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9200856208.79 2746037678.90 180 - 270 Days None None >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6760111382.50 4141854.07 Day 2 None None Day 39 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4714979769.24 6292977254.16 68 - 74 Days None None Day 23 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 6550715739.28 1828013519.30 Day 29 None None >2 Yr <= 3 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 958844692.92 1224108874.59 Day 42 None None Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5216283245.02 8281293444.93 Day 22 None None Day 17 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 635100053.85 387200004.10 180 - 270 Days None None Day 4 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 2087698851.96 6438229518.63 >4 Yr <= 5 Yr None None Day 30 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 3147654730.00 9992403487.74 Day 42 None None Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7671715595.82 4678082331.90 Day 10 None None Day 39 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8541658994.75 122406481.79 Day 29 None None >2 Yr <= 3 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7777044208.50 5070926853.63 Day 42 None None Day 14 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 1431128404.01 8305601831.89 Day 14 None None Day 13 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5784423617.04 8941767878.90 Day 55 None None Day 17 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 8837005179.61 5078189868.62 Day 51 None None 83 - 90 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9695534836.30 7403805758.30 Open None None Day 14 Liberty Financial Group, Inc. - Parent Company Only