Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 89973892409.76 P-2 Open Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 2461154700.36 Y-4 Day 47 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 92946848066.31 A-1-Q >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 10611087679.93 G-3 Day 13 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 65952373019.73 L-10 61 - 67 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 99322755254.26 CB-2 Day 17 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 95411135998.16 L-2 Day 50 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 78037036885.82 C-1 Day 3 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 35210346957.95 E-2-Q Day 27 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 8055320502.27 E-6 Day 47 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 21725087308.76 N-2 Day 43 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 50924741100.44 E-1 Day 20 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 27552633559.27 IG-5 Day 38 Liberty International Finance Ltd.