Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.3: Derivative Settlement Payments Delivered

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.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Principal) 34499630572.20 A-4-Q 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Segregated Cash 18119747438.96 E-10 Day 20 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Non-Rehypothecateable Collateral 6297215020.74 S-3 Day 52 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Principal) 12720430054.97 L-9 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Agent) 54000441447.65 L-9 Day 2 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Centralized (Principal) 58449399544.43 P-2 Day 13 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Segregated Cash 5582819862.11 S-8 Day 47 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Agent) 86145703668.31 CB-2-Q 83 - 90 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Rehypothecateable Collateral Unencumbered 19863627826.35 A-0-Q Day 55 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Centralized (Agent) 98139835337.44 L-2 Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Exchange-traded (Agent) 55220302340.75 E-8 Day 34 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Centralized (Agent) 59167154345.31 E-8 Day 42 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Exchange-traded (Principal) 68466422462.78 S-5-Q Day 56 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank OTC - Centralized (Agent) 141317327.05 LC-1 Day 26 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Exchange-traded (Agent) 41811110098.70 A-4-Q 180 - 270 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Non-Rehypothecateable Collateral 75093969064.11 IG-6 68 - 74 Days Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Segregated Cash 47400492749.14 E-4 Day 41 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Exchange-traded (Agent) 58992928880.69 S-2-Q Day 53 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Bilateral 38007682043.30 A-5 Day 35 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Segregated Cash 76105844196.73 N-4 Day 44 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Segregated Cash 88029568309.71 E-9 Day 57 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Segregated Cash 55370790438.67 CB-2 Day 11 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank OTC - Bilateral 72723702634.31 CB-4 121 - 150 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Unencumbered 21478252037.84 IG-1 Day 33 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Rehypothecateable Collateral 84269408132.61 IG-3 Day 51 Liberty Capital Markets Inc.