Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.1: Derivative Receivables

Report Date Reporting Entity Product ID Product Maturity Bucket Maturity Amount Currency Counterparty Collateral Class Treasury Control Business Line Internal Counterparty
2025-09-09 Liberty Capital Markets Inc. I.O.1 I.O.1: Derivative Receivables Perpetual 233223.40 AUD Broker-Dealer No Client Treasury Services Liberty Financial Group, Inc.
2025-09-09 Liberty Mortgage Services Corp. I.O.1 I.O.1: Derivative Receivables Day 51 3371.47 JPY Other Supervised Non-Bank Financial Entity No Securities Operations Liberty International Finance Ltd.
2025-09-09 Liberty Capital Markets Inc. I.O.1 I.O.1: Derivative Receivables Day 38 451381.35 EUR Bank No Securities Operations Liberty National Bank
2025-09-09 Liberty National Bank I.O.1 I.O.1: Derivative Receivables Day 3 255542.91 CAD Retail No Securities Operations Liberty International Finance Ltd.
2025-09-09 Liberty Mortgage Services Corp. I.O.1 I.O.1: Derivative Receivables Day 35 347265.59 JPY Sovereign Yes Fixed Income Sales Liberty Mortgage Services Corp.
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.1 I.O.1: Derivative Receivables Day 25 264090.78 USD Broker-Dealer No Fixed Income Sales Liberty Mortgage Services Corp.
2025-09-09 Liberty National Bank I.O.1 I.O.1: Derivative Receivables Day 14 168901.70 EUR Bank No Treasury Operations Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty Financial Group, Inc. I.O.1 I.O.1: Derivative Receivables Day 37 125178.73 CHF MDB Yes Prime Brokerage Liberty Capital Markets Inc.
2025-09-09 Liberty International Finance Ltd. I.O.1 I.O.1: Derivative Receivables >5 Yr 427109.71 CHF Pension Fund No Corporate Banking Liberty Financial Group, Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.1 I.O.1: Derivative Receivables Day 29 120474.20 CAD Broker-Dealer Yes Asset Management Liberty Financial Group, Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.1 I.O.1: Derivative Receivables Day 56 139584.98 EUR Non-Regulated Fund No Client Treasury Services Liberty Capital Markets Inc.
2025-09-09 Liberty National Bank I.O.1 I.O.1: Derivative Receivables Day 60 103097.51 CAD Debt Issuing SPE Yes Client Treasury Services Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty International Finance Ltd. I.O.1 I.O.1: Derivative Receivables Day 46 181508.79 CAD Central Bank Yes Prime Brokerage Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty International Finance Ltd. I.O.1 I.O.1: Derivative Receivables Day 54 68451.88 CAD Financial Market Utility Yes Derivatives Trading Liberty Financial Group, Inc.
2025-09-09 Liberty Financial Group, Inc. I.O.1 I.O.1: Derivative Receivables Day 43 177579.14 AUD Financial Market Utility No Client Treasury Services Liberty Financial Group, Inc. - Parent Only
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 86850.27 USD Retail A-0-Q No
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 31382.74 USD Retail A-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 55613.02 USD Retail A-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 33921.83 USD Retail A-3-Q No Liberty International Finance Ltd.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 29855.33 USD Retail A-4-Q Yes Liberty Capital Markets Inc.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 39746.90 USD Retail A-5-Q Yes Liberty Wealth Management LLC
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 59540.96 USD Retail CB-1-Q Yes Liberty Mortgage Services Corp.
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 7328.39 USD Retail CB-2-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 57914.24 USD Retail S-1-Q Yes
2025-10-09 Liberty National Bank I.O.1 Derivative Receivables Open 40577.78 USD Retail S-2-Q Yes