Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.11: Derivative CCP Default Fund Contribution

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.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 36421455217.89 G-3 >2 Yr <= 3 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 38479836501.49 P-2 Day 4 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 53252260918.44 A-2 Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 41237655930.64 Y-4 Day 29 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 97150235596.05 L-5 >5 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 28095562504.16 G-4 Day 16 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 4204497751.00 A-5 180 - 270 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 2064868468.65 A-3-Q Day 29 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 74540504175.26 S-2-Q Day 55 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 34752789073.07 Y-1 Day 5 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 50572350328.83 Y-3 Day 41 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 12852337320.34 S-7 Day 13 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 61485213305.08 S-3-Q >5 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 6851131542.96 G-2-Q Day 37 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 39041758579.19 S-6 Day 35 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 62129131466.65 A-5-Q Day 31 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 28414424238.46 E-2-Q Day 34 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 54725294925.78 IG-2 Day 14 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 18912720181.23 IG-2 Day 41 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 41776122136.52 E-9 Day 40 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 91282284480.23 A-4 Day 45 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 7781466715.42 A-5-Q Day 32 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 88913440772.51 L-6 Day 4 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 35143494225.19 IG-3 Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 8808527356.96 N-1 Day 38 Liberty International Finance Ltd.