Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.1: Gross Derivative Asset Values

Report Date Reporting Entity PID Product Counterparty Sub Product Sub Product 2 Market Value Collateral Class Collateral Level G-SIB Effective Maturity Bucket Encumbrance Type Netting Eligible Treasury Control Internal Internal Counterparty Business Line
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Exchange-traded (Agent) 68235590396.19 CB-4 Day 48 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Other Non-Segregated Cash 63393151198.16 L-9 >4 Yr <= 5 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Non-Rehypothecateable Collateral 41496718617.53 N-7 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Exchange-traded (Principal) 71741209809.29 E-2 Day 32 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Segregated Cash 68541674572.34 S-5-Q Day 7 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Rehypothecateable Collateral Encumbered 37979113869.41 E-3 Day 5 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Exchange-traded (Principal) 83268941813.73 S-2 Day 36 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other Exchange-traded (Principal) 29240660422.27 Z-1 Day 27 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Rehypothecateable Collateral Encumbered 73151932668.56 E-2 Day 42 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Other Segregated Cash 41828979989.18 A-3-Q 61 - 67 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Non-Segregated Cash 1045137169.88 G-2 Day 13 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Bank OTC - Bilateral 4780330097.02 CB-1-Q Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Rehypothecateable Collateral Encumbered 60295400570.84 E-6 Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Exchange-traded (Principal) 77135026677.63 S-7 Day 38 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Other Exchange-traded (Agent) 88135755366.20 S-7 Day 47 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.1 S.DC.1: Gross Derivative Asset Values Other Non-Segregated Cash 1664216476.94 E-1 Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Exchange-traded (Agent) 39396714925.61 S-1-Q Day 41 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other Exchange-traded (Agent) 13222383974.08 A-2-Q Day 8 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Non-Rehypothecateable Collateral 65135240961.96 L-3 Day 51 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Non-Rehypothecateable Collateral 4921740331.51 CB-1 Day 43 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Rehypothecateable Collateral Encumbered 90139912080.51 E-9 Day 37 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other Segregated Cash 2689807740.39 IG-7 Day 41 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Bank OTC - Bilateral 85561349395.64 E-5 Day 54 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Bilateral 78365763457.15 C-1 Day 35 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Bank OTC - Centralized (Agent) 44893289202.84 N-4 Day 28 Liberty Mortgage Services Corp.