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. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Rehypothecateable Collateral Encumbered 70034661590.86 P-1 Day 21 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Rehypothecateable Collateral 89352500270.50 S-3-Q 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank Segregated Cash 66028138472.86 LC-1 Day 49 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Centralized (Principal) 26862901200.11 C-1 Day 11 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank Rehypothecateable Collateral Encumbered 80284061206.87 E-8 Day 41 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 60412571921.27 G-1-Q Day 14 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Bank Exchange-traded (Principal) 38915656443.54 CB-3 Day 6 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank Exchange-traded (Principal) 82686241609.05 N-4 Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 94013499326.16 CB-2 Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank Non-Segregated Cash 99134321232.29 S-7-Q Day 32 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Bank Non-Segregated Cash 13573943203.85 CB-3 Day 44 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Bank Non-Segregated Cash 2563439705.85 S-4-Q Day 19 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other Segregated Cash 21867793923.01 G-3 Day 33 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Other OTC - Bilateral 77614604990.94 E-4 271 - 364 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other Rehypothecateable Collateral Encumbered 51684564927.17 N-2 Day 37 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Bank Exchange-traded (Principal) 85310969009.94 IG-1 Day 57 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Bank Non-Rehypothecateable Collateral 79985054338.52 A-0-Q Day 35 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Other Segregated Cash 14439817815.02 S-5 Day 24 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Rehypothecateable Collateral Encumbered 70469641570.36 A-5-Q Day 28 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Bilateral 2447676250.94 E-2 Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other Non-Rehypothecateable Collateral 79862642395.65 A-3-Q Day 10 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Rehypothecateable Collateral Unencumbered 8157731219.82 P-2 271 - 364 Days Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 63480048284.30 IG-6 Day 40 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) 27600052001.35 L-8 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Agent) 17523829503.75 L-3 Day 42 Liberty Capital Markets Inc.