Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.2: Gross Derivative Liability Values

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 Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Segregated Cash 15324284951.38 N-1 Day 40 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Centralized (Principal) 83506192893.19 P-2 Day 19 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Centralized (Principal) 86695665513.88 IG-2-Q Day 36 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Rehypothecateable Collateral Encumbered 21488602050.08 N-4 61 - 67 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Segregated Cash 14134658423.35 S-7 Day 21 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Rehypothecateable Collateral Unencumbered 48960505858.16 S-1 Day 44 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Other Segregated Cash 87874388140.62 L-7 Day 7 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Bilateral 1313686219.03 P-1 121 - 150 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Principal) 27608414602.69 G-2-Q Day 16 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Exchange-traded (Agent) 10263328652.85 S-8 Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Bilateral 1002395442.66 L-1 151 - 179 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Exchange-traded (Agent) 36711864667.15 S-7-Q Day 5 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Centralized (Agent) 60321109573.22 CB-1-Q Day 45 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Bank OTC - Centralized (Agent) 37775066981.12 S-8 Day 37 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Exchange-traded (Agent) 53240370685.87 S-1 Day 25 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Agent) 38479322670.42 C-1 Day 4 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Exchange-traded (Agent) 41277317357.26 N-5 Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Rehypothecateable Collateral Encumbered 18746477998.96 N-7 Day 1 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Bilateral 88209888960.07 N-2 Day 60 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Rehypothecateable Collateral Encumbered 43722241142.10 C-1 Day 27 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Non-Segregated Cash 91505873895.84 CB-3-Q Day 52 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Exchange-traded (Principal) 25773918884.48 L-5 Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Rehypothecateable Collateral Encumbered 56913462903.95 IG-6 Day 28 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Exchange-traded (Principal) 71937389917.92 Y-4 Day 24 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Bilateral 49100153025.06 CB-3-Q Day 13 Liberty International Finance Ltd.