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 Rehypothecateable Collateral Unencumbered 29901477062.03 N-4 Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Agent) 36127124526.29 CB-3 Day 48 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 Bank Exchange-traded (Principal) 50445148553.66 S-4-Q Day 20 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Exchange-traded (Agent) 85292774898.99 Z-1 >2 Yr <= 3 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Segregated Cash 31331986144.75 A-2-Q Day 50 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank OTC - Centralized (Principal) 77263336141.12 E-7 271 - 364 Days 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 72399386370.64 LC-2 Day 30 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Non-Rehypothecateable Collateral 82242136825.84 G-1-Q Day 54 Liberty Mortgage Services Corp.
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) 10814352866.29 CB-2 Day 52 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Non-Segregated Cash 96854349873.16 A-5 Day 3 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) 52998849658.43 S-2 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Segregated Cash 41969331576.36 A-3-Q Day 55 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank OTC - Bilateral 89607473272.20 L-3 Day 22 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Exchange-traded (Agent) 35950230263.26 S-5-Q Day 30 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer OTC - Bilateral 87455224390.26 E-3 Day 51 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 Broker-Dealer Segregated Cash 51420057719.17 S-1 Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Centralized (Principal) 90131870578.47 L-9 91 - 120 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.2 S.DC.2: Gross Derivative Liability Values Other OTC - Centralized (Agent) 13517005646.43 A-5-Q Day 51 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 Rehypothecateable Collateral Encumbered 92031297251.90 E-10 Day 15 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 - Centralized (Agent) 51050135860.65 N-3 >= 1 Yr <= 2 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Rehypothecateable Collateral Encumbered 95705589224.55 A-5-Q Day 18 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 Exchange-traded (Agent) 59774054840.50 IG-8 Day 45 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Exchange-traded (Principal) 21559695322.64 LC-2 Day 58 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Segregated Cash 19924019523.85 A-3-Q Day 10 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Exchange-traded (Principal) 90227594833.15 N-7 Day 28 Liberty Financial Group, Inc. - Parent Company Only