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 Bank OTC - Centralized (Principal) 17494509502.07 L-11 >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Non-Segregated Cash 6647778956.16 G-4 Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Exchange-traded (Agent) 9228085955.22 S-1 Day 42 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Non-Segregated Cash 41516444533.68 N-3 Day 22 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Segregated Cash 57069450864.12 A-5 Day 50 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Unencumbered 35783813230.19 S-8 151 - 179 Days Liberty National Bank
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Principal) 48970610863.58 A-3 Day 49 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Rehypothecateable Collateral Encumbered 32818853819.91 N-4 Perpetual Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Exchange-traded (Agent) 61542616193.08 S-6 Day 23 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other OTC - Centralized (Principal) 52242340840.26 C-1 Day 49 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank Rehypothecateable Collateral Encumbered 30996028469.72 IG-1-Q Day 33 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Rehypothecateable Collateral 94050409722.45 L-11 Day 11 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Bank OTC - Centralized (Agent) 81102546679.77 L-8 Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Exchange-traded (Agent) 54752869852.14 A-1-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 Broker-Dealer Rehypothecateable Collateral Encumbered 42843359523.95 L-10 >2 Yr <= 3 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Rehypothecateable Collateral Unencumbered 41483272751.29 A-3-Q Day 39 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Exchange-traded (Agent) 46426491421.39 LC-1 Day 26 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Encumbered 36909473719.25 Y-3 Day 41 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Rehypothecateable Collateral Encumbered 13112176538.32 LC-2 Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Exchange-traded (Agent) 69340040574.97 L-1 Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Non-Segregated Cash 42697325658.61 CB-3 Day 29 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer Exchange-traded (Agent) 49171813979.80 N-2 121 - 150 Days Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Agent) 619213658.13 E-10 Day 29 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Other Exchange-traded (Principal) 36486803893.24 Y-4 Day 41 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.3 S.DC.3: Derivative Settlement Payments Delivered Broker-Dealer OTC - Centralized (Agent) 56459856639.11 CB-3 Day 32 Liberty Mortgage Services Corp.