Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Bank Rehypothecateable Collateral Encumbered 3150689527.47 IG-8 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 Non-Segregated Cash 7370019550.64 S-7-Q Day 4 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank OTC - Centralized (Principal) 8439837336.59 G-2-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 Broker-Dealer OTC - Centralized (Principal) 87639716930.64 E-3 91 - 120 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Exchange-traded (Principal) 99172794455.22 Y-3 Day 45 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer OTC - Bilateral 67932260021.37 IG-7 >2 Yr <= 3 Yr 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 Non-Segregated Cash 29252500744.71 A-3 Day 45 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) 15721597514.87 G-3-Q Day 31 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.1 S.DC.1: Gross Derivative Asset Values Other Non-Rehypothecateable Collateral 79617283666.29 S-4-Q Day 43 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Centralized (Agent) 42721797213.40 A-1-Q Day 45 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Segregated Cash 96888021655.55 L-5 Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Rehypothecateable Collateral Unencumbered 20779088698.91 A-4 Day 11 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Centralized (Agent) 65837733470.00 S-7-Q Day 10 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Exchange-traded (Agent) 71465453207.76 L-11 Day 27 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.1 S.DC.1: Gross Derivative Asset Values Other Non-Rehypothecateable Collateral 10791169559.04 S-3 Day 58 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Bank OTC - Bilateral 80328655452.19 LC-1 Day 40 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Non-Rehypothecateable Collateral 14698467727.43 N-3 >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 Broker-Dealer Non-Rehypothecateable Collateral 29488086457.23 L-2 Day 44 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer OTC - Centralized (Principal) 48280047100.23 N-5 >2 Yr <= 3 Yr 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 Exchange-traded (Agent) 54679114611.43 S-7 Day 33 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 OTC - Centralized (Principal) 98646427737.18 A-4 Day 35 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.1 S.DC.1: Gross Derivative Asset Values Other OTC - Centralized (Agent) 40632247218.73 IG-6 91 - 120 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer Segregated Cash 89598202802.58 CB-3 Day 4 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.1 S.DC.1: Gross Derivative Asset Values Broker-Dealer OTC - Centralized (Principal) 32963969666.95 G-3-Q >4 Yr <= 5 Yr 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 Exchange-traded (Agent) 10759336103.14 Y-1 Day 27 Liberty Capital Markets Inc.