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 International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank OTC - Centralized (Principal) 14116304703.88 IG-1-Q Day 44 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Rehypothecateable Collateral Encumbered 41191926403.98 S-2-Q Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Centralized (Agent) 62429577714.65 A-4 Day 25 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Non-Segregated Cash 73858655622.74 S-5 Day 49 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Non-Rehypothecateable Collateral 14674349707.49 IG-8 >= 1 Yr <= 2 Yr 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 Non-Rehypothecateable Collateral 73688259349.53 IG-8 Day 25 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Segregated Cash 62482486383.57 E-5 Day 4 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Bilateral 88452628502.95 L-7 Day 30 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Other Exchange-traded (Agent) 96474232127.42 Z-1 Day 1 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Principal) 32840489658.86 Y-2 Day 35 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Principal) 248867675.33 CB-1-Q Day 17 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Segregated Cash 44153146374.16 N-5 Day 39 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Non-Segregated Cash 92410918112.52 CB-1 Day 20 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.2 S.DC.2: Gross Derivative Liability Values Other Rehypothecateable Collateral Unencumbered 11933196943.58 L-5 Day 55 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Bilateral 4863029077.19 A-3 Day 49 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Other Segregated Cash 81078133667.75 A-4 Day 4 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Principal) 95903474624.30 IG-2 Day 4 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Rehypothecateable Collateral Encumbered 67395013084.43 G-2-Q Day 45 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 Unencumbered 45934602111.29 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 Bank OTC - Centralized (Agent) 84057777414.16 CB-1 83 - 90 Days Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Centralized (Agent) 16657166582.06 S-2 >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Bilateral 71277570524.60 IG-1 121 - 150 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Bilateral 88486051742.23 A-2-Q Day 7 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Centralized (Principal) 29378970459.78 G-3-Q Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Exchange-traded (Agent) 25002386482.90 CB-3 Day 43 Liberty Capital Markets Inc.