Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.1: Reverse Repo

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo USD No Day 35 4737800.28 Day 48 Liberty Financial Group, Inc. Equity Trading PSE Yes 5092471.25 Yes Day 18 Secured Yes 25.03
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo JPY No Day 37 4596086.76 Day 37 Liberty International Finance Ltd. Fixed Income Trading Financial Market Utility No 4620304.75 No Day 33 Secured No 31.11
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo EUR Yes Day 43 2051580.50 Day 1 Liberty National Bank Securities Financing Financial Market Utility Yes 2083363.43 Yes Day 30 Secured Yes 8.59
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo USD Yes Day 60 3763213.88 Day 1 Liberty Mortgage Services Corp. Fixed Income Trading Debt Issuing SPE Yes 3983193.08 No Day 41 Secured Yes 16.30
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo EUR No Day 3 3374399.07 Day 36 Liberty National Bank Treasury Operations Investment Company or Advisor No 3459394.66 Yes Day 44 Secured No 7.15
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 48 2162933.93 Day 25 Liberty Financial Group, Inc. Client Services Debt Issuing SPE No 1993347.56 No 151 - 179 Days Secured Yes 47.21
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo CAD No Day 20 4323286.32 Day 58 Liberty National Bank Equity Trading Other Supervised Non-Bank Financial Entity No 3722364.58 No Day 53 Secured No 35.21
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD No Day 41 1701857.41 >4 Yr <= 5 Yr Liberty Financial Group, Inc. - Parent Only Securities Financing Non-Financial Corporate No 1425261.53 Yes 91 - 120 Days Secured Yes 32.28
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo EUR No Day 11 852293.89 68 - 74 Days Liberty International Finance Ltd. Repo Desk Investment Company or Advisor Yes 691715.84 No Day 50 Secured No 34.68
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo JPY Yes Day 54 157832.76 121 - 150 Days Liberty Financial Group, Inc. Equity Trading Broker-Dealer Yes 139071.94 Yes Day 3 Secured Yes 10.34
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo USD No Day 22 4254245.89 >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp. Client Services Sovereign No 4268587.46 Yes Day 4 Secured No 4.82
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo EUR Yes Day 43 1465903.67 Day 29 Liberty Capital Markets Inc. Equity Trading Financial Market Utility Yes 1502861.47 Yes Day 30 Secured Yes 30.71
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo EUR No Day 43 1038517.65 Day 8 Liberty International Finance Ltd. Treasury Operations Debt Issuing SPE No 950623.15 No Day 18 Secured Yes 40.40
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo GBP No Day 3 679727.57 Day 14 Liberty Financial Group, Inc. Securities Financing PSE Yes 698101.90 No Day 44 Secured No 44.62
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 49 1054186.87 Day 12 Liberty National Bank Client Services Financial Market Utility Yes 1125589.02 Yes Day 4 Secured No 23.14
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.1 I.S.1: Reverse Repo CAD No 68 - 74 Days 3907037.69 Day 59 Liberty Financial Group, Inc. - Parent Only Equity Trading Non-Regulated Fund Yes 4425405.32 No Day 40 Secured Yes 38.61
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD No Day 5 3865439.08 Day 34 Liberty Financial Group, Inc. - Parent Only Repo Desk Debt Issuing SPE No 4267426.43 Yes >= 1 Yr <= 2 Yr Secured Yes 29.33
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo GBP Yes Day 16 4706858.85 >4 Yr <= 5 Yr Liberty Financial Group, Inc. Securities Financing Investment Company or Advisor Yes 5072966.42 Yes Day 10 Secured No 18.95
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD No Day 16 2857920.43 Perpetual Liberty Mortgage Services Corp. Fixed Income Trading Broker-Dealer Yes 2425236.49 Yes Day 25 Secured No 2.72
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo CAD No Day 28 3488415.64 Perpetual Liberty International Finance Ltd. Prime Brokerage Financial Market Utility No 3893794.27 No Day 53 Secured No 1.19
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD No Day 2 663584.56 Day 12 Liberty Capital Markets Inc. Fixed Income Trading MDB No 668486.07 No Day 13 Secured No 23.45
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo CAD Yes Day 60 302691.30 271 - 364 Days Liberty Financial Group, Inc. Fixed Income Trading Debt Issuing SPE No 360133.76 Yes Day 15 Secured Yes 29.73
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo JPY Yes Day 54 4252283.35 Day 11 Liberty Financial Group, Inc. - Parent Only Client Services Non-Financial Corporate Yes 3698929.05 No Day 2 Secured No 23.61
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo JPY Yes Day 21 2429313.88 Day 60 Liberty National Bank Securities Financing Sovereign Yes 2397530.41 Yes 68 - 74 Days Secured No 42.28
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo CAD No Day 41 3234378.35 Day 35 Liberty Mortgage Services Corp. Asset Management Services Other No 3107196.64 No Day 4 Secured No 43.69