Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.4: Derivative Settlement Payments Received

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 National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Centralized (Agent) 36853009125.79 L-9 >= 1 Yr <= 2 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Agent) 22743187148.93 CB-3 Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Non-Segregated Cash 36600333085.61 S-6-Q 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Rehypothecateable Collateral Encumbered 24304277850.14 Z-1 83 - 90 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Agent) 92500557506.94 S-1 Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Rehypothecateable Collateral 4694992899.70 A-5 Day 32 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Rehypothecateable Collateral 1343455439.50 A-2-Q Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Encumbered 51225932418.54 E-10 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Rehypothecateable Collateral 34287619480.64 L-1 Day 3 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Segregated Cash 34255569970.62 N-2 Day 22 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Non-Segregated Cash 69675596464.77 A-5 >3 Yr <= 4 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Non-Segregated Cash 50458910560.14 L-7 Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Agent) 77546137413.11 E-5 >5 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Rehypothecateable Collateral Unencumbered 66177858684.75 A-0-Q Day 8 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Rehypothecateable Collateral 81517920213.52 L-8 Day 28 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Bilateral 58333861713.61 N-3 Day 10 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Principal) 83024361283.81 E-9 Day 5 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Centralized (Principal) 36186105418.16 G-1-Q Day 30 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Segregated Cash 13333805750.18 L-6 Day 58 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Principal) 36791503497.37 LC-2 Day 49 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Centralized (Principal) 96256193194.06 A-5 Day 46 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Encumbered 6770510916.54 E-1-Q Day 2 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Exchange-traded (Agent) 14761719182.80 N-1 Day 43 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Principal) 24188255772.77 CB-4 Day 58 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Exchange-traded (Agent) 14119652893.50 S-3-Q Day 22 Liberty Financial Group, Inc. - Parent Company Only