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 Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Agent) 68175177557.18 A-3-Q Day 32 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Bilateral 72561615609.61 L-6 Day 15 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) 2330616978.55 S-4-Q Day 27 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Bilateral 25593205801.95 L-3 Day 40 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Principal) 64128552856.76 G-3-Q Day 36 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank OTC - Bilateral 28217775179.76 E-2-Q Day 36 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Rehypothecateable Collateral Unencumbered 60229830931.44 E-7 Day 35 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Non-Rehypothecateable Collateral 49211715701.47 L-2 75 - 82 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Segregated Cash 4708665277.39 E-3 Day 13 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Bilateral 76911296497.25 CB-2-Q Day 36 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 Encumbered 52579242832.54 L-5 151 - 179 Days Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Non-Rehypothecateable Collateral 72233154609.72 L-6 >5 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Rehypothecateable Collateral 67252192165.69 Y-3 121 - 150 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Rehypothecateable Collateral Unencumbered 66289050616.36 L-2 Day 15 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 Other Rehypothecateable Collateral Encumbered 96128641945.88 S-2 180 - 270 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Rehypothecateable Collateral Unencumbered 30087758920.71 S-2-Q Day 22 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Centralized (Agent) 53112352314.67 S-7 Day 60 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) 1729047714.11 G-3 Day 24 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Rehypothecateable Collateral Encumbered 86971439834.21 IG-6 Day 53 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Exchange-traded (Principal) 49701790791.02 IG-4 Day 14 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 46548737230.64 A-3 Day 10 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 Bank OTC - Centralized (Principal) 97663646496.84 A-2 Day 38 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Segregated Cash 57632157814.14 N-7 Day 5 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank OTC - Centralized (Agent) 95756820021.80 LC-1 Open 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) 37677418592.49 S-1-Q Day 16 Liberty Financial Group, Inc. - Parent Company Only