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 National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Principal) 71195951021.50 E-8 Day 51 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank OTC - Bilateral 92845929838.90 CB-3 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 75718647336.59 L-4 Day 7 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Agent) 74011896264.31 S-1-Q Day 48 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other Non-Rehypothecateable Collateral 90195643247.01 E-1 Day 32 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 33140480788.99 G-4 Day 28 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Segregated Cash 3832909848.92 IG-8 Day 4 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Rehypothecateable Collateral 1363408451.25 S-2 151 - 179 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Agent) 85769307413.96 S-2 Day 33 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Bank Rehypothecateable Collateral Unencumbered 70772688297.05 G-1-Q Day 19 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Principal) 23266290378.91 E-1-Q 151 - 179 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.10 S.DC.10: Variation Margin Received Other OTC - Centralized (Principal) 91194630795.61 IG-5 Day 52 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Other Non-Segregated Cash 7893561198.22 S-6 Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.10 S.DC.10: Variation Margin Received Bank Segregated Cash 30540031519.60 E-5 Day 29 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Segregated Cash 45711983049.11 L-5 >3 Yr <= 4 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Agent) 84718126131.30 CB-2-Q Day 56 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Agent) 80560500998.37 A-3 Day 1 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer OTC - Centralized (Principal) 50756396392.93 S-1-Q Day 16 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.10 S.DC.10: Variation Margin Received Bank Segregated Cash 42278464258.63 E-5 68 - 74 Days 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 Other OTC - Centralized (Agent) 98225573738.57 CB-4 Day 36 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Non-Rehypothecateable Collateral 94329115924.38 Y-1 Day 33 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.10 S.DC.10: Variation Margin Received Other Exchange-traded (Principal) 88423593959.97 CB-2-Q Day 51 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Bank Segregated Cash 83947982933.74 S-3-Q Day 7 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.10 S.DC.10: Variation Margin Received Other Rehypothecateable Collateral Unencumbered 24781611884.10 A-0-Q Day 52 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.10 S.DC.10: Variation Margin Received Broker-Dealer Exchange-traded (Principal) 93448938607.29 L-9 Day 54 Liberty National Bank