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 Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 11 280097.81 JPY Retail No Fixed Income Sales Liberty Mortgage Services Corp.
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 23 453874.43 CAD Financial Market Utility No Derivatives Trading Liberty Capital Markets Inc.
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 31 95804.90 CAD Bank Yes 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 29 113989.57 CHF Investment Company or Advisor Yes Derivatives Trading Liberty Mortgage Services Corp.
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 39 98780.70 USD Investment Company or Advisor No Prime Brokerage 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 17 402719.55 USD Sovereign Yes Asset Management Liberty National Bank
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 22 372856.84 CAD Retail 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 19 319695.15 AUD Other Supervised Non-Bank Financial Entity No Corporate Banking Liberty International Finance Ltd.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 17 456379.51 AUD Sovereign Yes Securities Operations Liberty International Finance Ltd.
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 41 382439.28 AUD Investment Company or Advisor No Client Treasury Services Liberty Capital Markets Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 24 420897.34 GBP Financial Market Utility Yes Derivatives Trading Liberty National Bank
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 51 299250.52 GBP Central Bank No Derivatives Trading Liberty Mortgage Services Corp.
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables >= 1 Yr <= 2 Yr 421293.08 GBP Financial Market Utility No Fixed Income Sales Liberty International Finance Ltd.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 1 402108.54 JPY GSE Yes Derivatives Trading Liberty National Bank
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 55 489336.47 CHF Central Bank 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 9 184093.31 GBP Other No Fixed Income Sales Liberty Mortgage Services Corp.
2025-09-09 Liberty National Bank I.O.7 I.O.7: Net 30-Day Derivative Receivables 83 - 90 Days 417965.70 USD Retail Yes Client Treasury Services Liberty Capital Markets Inc.
2025-09-09 Liberty Financial Group, Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables 180 - 270 Days 263467.10 USD Retail No Securities Operations Liberty Financial Group, Inc.
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 16 480784.17 CAD Broker-Dealer No Asset Management Liberty Capital Markets Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 57 162503.63 GBP Other Supranational No Securities Operations Liberty Financial Group, Inc. - Parent Only
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables 68 - 74 Days 299742.39 AUD PSE No Asset Management Liberty International Finance Ltd.
2025-09-09 Liberty Financial Group, Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 47 275673.23 GBP GSE Yes Asset Management Liberty Capital Markets Inc.
2025-09-09 Liberty Capital Markets Inc. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 9 12672.67 AUD Central Bank No Asset Management Liberty Mortgage Services Corp.
2025-09-09 Liberty Mortgage Services Corp. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 39 356967.04 USD Pension Fund No Prime Brokerage Liberty International Finance Ltd.
2025-09-09 Liberty International Finance Ltd. I.O.7 I.O.7: Net 30-Day Derivative Receivables Day 28 48468.42 CAD Bank No Corporate Banking Liberty National Bank