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 International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 21145583661.52 LC-1 Day 40 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Agent) 2832210686.30 N-2 Day 6 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Principal) 55983347408.07 N-7 Day 5 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other Segregated Cash 27345054073.19 A-2-Q Day 34 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Principal) 40103677011.53 IG-2 Day 23 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank Segregated Cash 99487593025.76 Y-2 Day 21 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Rehypothecateable Collateral 22024356770.89 IG-4 Day 3 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 Broker-Dealer OTC - Centralized (Principal) 25955876525.02 CB-3 Day 51 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 57019586733.67 E-2 >2 Yr <= 3 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other Non-Segregated Cash 20349169156.68 N-3 >2 Yr <= 3 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Bilateral 46640648528.32 P-2 Day 18 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Principal) 59746673392.09 S-2 Day 9 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 Bank Exchange-traded (Principal) 1066913668.50 S-2 Day 50 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Segregated Cash 59137791615.14 E-8 Day 9 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Agent) 39764216146.99 N-3 180 - 270 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 24022088537.58 E-8 Day 12 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Segregated Cash 23053972655.58 L-1 Day 27 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Agent) 39420407773.48 E-4 151 - 179 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Segregated Cash 52771513275.03 E-3 Day 1 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Other Rehypothecateable Collateral Unencumbered 82724745305.40 G-3-Q Day 10 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 Broker-Dealer Segregated Cash 45408964055.09 Y-4 Day 20 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Principal) 26917092570.74 L-11 Day 13 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Rehypothecateable Collateral Unencumbered 72363390579.08 S-8 Day 5 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Agent) 54210389495.69 E-8 Day 31 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 56692474217.72 L-10 61 - 67 Days Liberty Financial Group, Inc. - Global Consolidated Entity