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 Other OTC - Bilateral 88658639667.36 P-1 Day 39 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 - Centralized (Agent) 88089699330.09 E-1-Q Day 42 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Segregated Cash 92954485019.39 L-11 Day 43 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Centralized (Agent) 95633109788.98 S-4 91 - 120 Days 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 Exchange-traded (Agent) 56456296296.77 S-6 Day 56 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Bilateral 4434440720.92 E-9 83 - 90 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 Other Exchange-traded (Principal) 61737670170.71 S-7-Q Day 22 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 54941268690.54 A-1-Q Day 40 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 Exchange-traded (Agent) 13129026858.44 A-4 Day 26 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 Broker-Dealer Rehypothecateable Collateral Encumbered 37374574318.32 A-3-Q Day 16 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Exchange-traded (Agent) 24599436037.43 L-8 Day 14 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Rehypothecateable Collateral Unencumbered 55626377985.90 E-9 Day 29 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 Non-Rehypothecateable Collateral 50084629525.35 L-3 >5 Yr Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Segregated Cash 61631385836.87 S-2 Day 55 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Bilateral 46543661632.73 IG-2 Day 12 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Rehypothecateable Collateral Unencumbered 93887712561.74 L-9 271 - 364 Days 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 47141811277.95 S-6-Q Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Rehypothecateable Collateral Unencumbered 3577590269.09 N-2 Day 49 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Unencumbered 59838368546.81 IG-3 Day 35 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Non-Rehypothecateable Collateral 55019156271.64 S-6-Q >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Exchange-traded (Agent) 68013085959.67 Y-4 Day 34 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Centralized (Agent) 9243874486.54 LC-1 Day 28 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Non-Rehypothecateable Collateral 91653574349.99 N-5 Day 15 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Encumbered 15480420658.36 CB-1 Day 9 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank OTC - Centralized (Principal) 73844317553.65 CB-4 Day 5 Liberty Financial Group, Inc. - Global Consolidated Entity