Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.O.7: Net 30-Day 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.7 I.O.7: Net 30-Day Derivative Receivables Day 18 146052.22 CAD Financial Market Utility Yes Prime Brokerage Liberty Capital Markets Inc.
2025-09-09 Liberty Financial Group, Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 35 422443.43 USD Financial Market Utility No Fixed Income Sales Liberty Financial Group, Inc.
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 60 148598.17 AUD Investment Company or Advisor No Asset Management Liberty Mortgage Services Corp.
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 55 460793.36 CAD Pension Fund No Derivatives Trading Liberty Capital Markets Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 30 28440.87 JPY GSE Yes Client Treasury Services Liberty National Bank
2025-09-09 Liberty National Bank I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 26 255996.65 CHF Retail Yes Client Treasury Services Liberty Financial Group, Inc.
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 56 66999.81 GBP Bank Yes Securities Operations Liberty National Bank
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 36 439543.21 AUD Non-Regulated Fund No Prime Brokerage Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 14 137438.01 JPY Financial Market Utility No Treasury Operations Liberty International Finance Ltd.
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 30 126568.87 USD Financial Market Utility Yes Client Treasury Services Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty Financial Group, Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 6 474316.55 CAD Broker-Dealer No Fixed Income Sales Liberty Capital Markets Inc.
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Perpetual 283266.34 JPY Other Supranational Yes Corporate Banking Liberty Mortgage Services Corp.
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 1 282981.35 CHF Broker-Dealer No Fixed Income Sales Liberty National Bank
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Perpetual 465929.17 JPY Other Supranational No Fixed Income Sales Liberty Financial Group, Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 59 498928.24 AUD Bank No Prime Brokerage Liberty Mortgage Services Corp.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 8 219655.67 JPY Bank Yes Treasury Operations Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty National Bank I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 24 440645.92 JPY Non-Regulated Fund No Fixed Income Sales Liberty Capital Markets Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 43 97119.80 CHF Investment Company or Advisor Yes Corporate Banking Liberty National Bank
2025-09-09 Liberty National Bank I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 47 301305.83 USD PSE Yes Prime Brokerage Liberty National Bank
2025-09-09 Liberty National Bank I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 39 415755.26 CAD Broker-Dealer No Treasury Operations Liberty National Bank
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 23 166940.36 USD Broker-Dealer Yes Derivatives Trading Liberty National Bank
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 6 282023.41 EUR Bank No Asset Management Liberty National Bank
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 26 333949.19 CAD MDB Yes Derivatives Trading Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty Financial Group, Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables >= 1 Yr <= 2 Yr 252882.43 AUD Other Supervised Non-Bank Financial Entity No Treasury Operations Liberty National Bank
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables >2 Yr <= 3 Yr 50699.58 AUD Other No Treasury Operations Liberty Capital Markets Inc.