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 International Finance Ltd. I.S.1 I.S.1: Reverse Repo CAD Yes Day 1 4610914.15 Day 48 Liberty National Bank Securities Financing PSE Yes 3785841.17 No Day 56 Secured Yes 34.72
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 8 1195672.30 Day 48 Liberty Mortgage Services Corp. Asset Management Services Small Business Yes 1166993.74 Yes Day 36 Secured No 31.21
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 19 3877226.23 Day 8 Liberty Financial Group, Inc. - Parent Only Asset Management Services Non-Regulated Fund Yes 4216117.10 Yes Day 43 Secured No 31.70
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo CAD Yes Day 17 4502974.37 151 - 179 Days Liberty International Finance Ltd. Treasury Operations Investment Company or Advisor No 3734900.91 Yes Day 10 Secured No 36.71
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD Yes Day 16 4635250.03 Day 41 Liberty National Bank Fixed Income Trading Investment Company or Advisor No 5181782.89 No Day 33 Secured No 43.71
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo EUR No Day 34 4166764.65 Day 18 Liberty Mortgage Services Corp. Repo Desk Pension Fund No 4772011.90 Yes Day 15 Secured Yes 10.67
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo CAD No Day 9 4741753.64 Day 42 Liberty Financial Group, Inc. Repo Desk Pension Fund No 4258872.47 Yes Day 53 Secured No 34.75
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo USD Yes Day 16 1591902.23 Day 19 Liberty National Bank Fixed Income Trading Central Bank Yes 1807452.42 Yes Day 22 Secured No 9.05
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo EUR No Day 41 2413637.77 Day 15 Liberty Capital Markets Inc. Client Services Investment Company or Advisor No 2596765.59 Yes >3 Yr <= 4 Yr Secured No 17.13
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY Yes Day 59 1623802.49 Day 26 Liberty Mortgage Services Corp. Fixed Income Trading Non-Regulated Fund No 1771148.82 No Day 47 Secured Yes 1.01
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo USD No Day 12 918366.25 Day 42 Liberty Mortgage Services Corp. Asset Management Services Pension Fund No 840218.84 No Day 18 Secured No 47.15
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo EUR No Day 60 905142.84 91 - 120 Days Liberty Mortgage Services Corp. Fixed Income Trading Sovereign Yes 760428.38 No Day 19 Secured No 21.79
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo CAD Yes Day 29 479298.37 Day 3 Liberty Capital Markets Inc. Client Services Investment Company or Advisor Yes 402492.40 Yes Day 2 Secured No 47.07
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo JPY No Day 26 1668552.93 Day 1 Liberty National Bank Equity Trading PSE No 1676267.67 Yes Open Secured No 47.27
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo CAD Yes Day 51 4374204.79 Day 2 Liberty Capital Markets Inc. Securities Financing Non-Regulated Fund Yes 3746056.39 No 68 - 74 Days Secured No 24.96
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo USD No Day 6 4346683.73 >2 Yr <= 3 Yr Liberty National Bank Client Services Pension Fund No 5179214.99 Yes 83 - 90 Days Secured No 18.42
2025-09-09 Liberty Financial Group, Inc. I.S.1 I.S.1: Reverse Repo GBP No Day 38 3044634.72 Day 31 Liberty Financial Group, Inc. - Parent Only Securities Financing Financial Market Utility No 3474970.04 Yes Day 25 Secured No 33.19
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY No Day 55 1645042.30 Day 45 Liberty Mortgage Services Corp. Investment Banking Capital Markets Pension Fund No 1514407.86 No Day 16 Secured Yes 10.60
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo USD No Day 32 1349930.93 Day 37 Liberty Mortgage Services Corp. Prime Brokerage Retail No 1232564.07 No Day 19 Secured No 40.76
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo EUR No 75 - 82 Days 2970127.14 Day 53 Liberty Mortgage Services Corp. Fixed Income Trading Financial Market Utility Yes 3437116.17 Yes Open Secured Yes 46.60
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo GBP Yes Day 35 2541510.18 Day 21 Liberty National Bank Repo Desk Non-Regulated Fund No 2721713.78 Yes Day 19 Secured Yes 13.31
2025-09-09 Liberty International Finance Ltd. I.S.1 I.S.1: Reverse Repo EUR Yes >2 Yr <= 3 Yr 2792815.60 Day 8 Liberty Mortgage Services Corp. Equity Trading Retail No 3177620.89 Yes Day 37 Secured No 6.51
2025-09-09 Liberty Mortgage Services Corp. I.S.1 I.S.1: Reverse Repo JPY No Day 19 1597077.09 121 - 150 Days Liberty National Bank Treasury Operations Investment Company or Advisor Yes 1356309.85 Yes Day 40 Secured Yes 32.70
2025-09-09 Liberty National Bank I.S.1 I.S.1: Reverse Repo JPY Yes Day 35 3543744.02 Day 10 Liberty International Finance Ltd. Treasury Operations Retail Yes 3087509.91 Yes Day 2 Secured No 11.34
2025-09-09 Liberty Capital Markets Inc. I.S.1 I.S.1: Reverse Repo EUR No Day 8 3258942.83 Day 29 Liberty National Bank Securities Financing Retail Yes 2819676.10 No Day 51 Secured Yes 6.20