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 Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Centralized (Principal) 17981154371.43 IG-4 Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Non-Rehypothecateable Collateral 98164217073.18 CB-1 Day 38 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 Other OTC - Bilateral 16306308028.81 A-2-Q Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Principal) 88595969408.62 A-3 Day 34 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 Bank Segregated Cash 28879792772.60 E-5 Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Bilateral 12420732263.76 G-2-Q Day 49 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Segregated Cash 56472242587.51 E-6 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Centralized (Agent) 33815693760.00 CB-3-Q Day 5 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 Broker-Dealer Exchange-traded (Principal) 3369822058.14 CB-2-Q Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Centralized (Agent) 89065607390.48 N-3 >5 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Exchange-traded (Agent) 41620105320.35 A-5-Q Day 25 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Exchange-traded (Principal) 57150105106.35 S-7 >2 Yr <= 3 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Unencumbered 22426623206.49 L-5 271 - 364 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Non-Rehypothecateable Collateral 94195749433.43 IG-2-Q Day 11 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) 97255039527.08 S-1-Q Day 10 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Non-Segregated Cash 48567394857.74 E-1 Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Centralized (Principal) 6406570675.39 S-2-Q Day 11 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Exchange-traded (Agent) 5744959270.14 A-5-Q Day 19 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Exchange-traded (Principal) 69096179498.29 S-6-Q Day 52 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Exchange-traded (Principal) 9398319628.44 CB-3 Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Exchange-traded (Principal) 18275859592.68 G-4 Day 60 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Segregated Cash 42497819234.76 P-1 Day 24 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Encumbered 42044274565.81 IG-1-Q Day 17 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Bilateral 30885175267.27 Y-3 Day 11 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Segregated Cash 86366235543.21 A-1-Q Day 36 Liberty National Bank