Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.10: Variation Margin Received

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. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Principal) 60561178295.15 IG-3 Day 47 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 64983879927.64 L-10 75 - 82 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 66877888983.36 E-1 Day 11 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Principal) 28620025600.78 S-2-Q Day 23 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Bank Non-Segregated Cash 20719453354.04 S-3-Q Day 2 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other Non-Rehypothecateable Collateral 65160289753.70 CB-1 Day 58 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Principal) 74435502471.72 P-1 Day 19 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 5104613744.28 E-2 Day 59 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 60793436682.33 S-8 Day 39 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 62499123253.28 Z-1 83 - 90 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank Exchange-traded (Agent) 75189165431.26 L-8 Day 43 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Segregated Cash 78093282894.68 A-1-Q Day 41 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other Non-Rehypothecateable Collateral 15748595598.97 G-2-Q Day 33 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Bank Non-Rehypothecateable Collateral 32458691021.10 E-3 Day 9 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Principal) 51999969817.83 L-11 Open Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Agent) 4649627015.69 S-4-Q Day 36 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Segregated Cash 93918928628.35 L-1 Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Bank Rehypothecateable Collateral Unencumbered 54760734161.19 A-1-Q Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 51980152603.55 E-4 Day 59 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 70629915065.99 P-1 Day 4 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Bilateral 1238995784.02 G-4 83 - 90 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Bank Rehypothecateable Collateral Encumbered 82450571533.12 S-3 Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Principal) 64857426076.23 S-5-Q Day 42 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 21447256977.06 S-3 Day 1 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Agent) 1605638736.43 A-5 Day 8 Liberty National Bank