Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.10: Synthetic Firm Sourcing

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 National Bank I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 10 4266325.93 Day 55 Liberty Capital Markets Inc. Securities Financing Other Yes 4371747.39 Yes Day 54 Secured Yes 46.34
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 26 1250493.18 Day 31 Liberty National Bank Treasury Operations Other Supranational Yes 1368278.30 No Day 8 Secured Yes 21.50
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Open 3833686.75 Day 29 Liberty Financial Group, Inc. - Parent Only Fixed Income Trading Other Supervised Non-Bank Financial Entity No 3734494.25 No Day 16 Secured No 28.52
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 54 4197039.23 75 - 82 Days Liberty Financial Group, Inc. - Parent Only Client Services Debt Issuing SPE No 3749325.58 No Day 21 Secured No 19.74
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 18 686053.91 Day 11 Liberty Financial Group, Inc. Equity Trading Financial Market Utility No 557084.36 No Day 3 Secured Yes 2.79
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 58 4701871.60 >3 Yr <= 4 Yr Liberty Capital Markets Inc. Asset Management Services Other Supervised Non-Bank Financial Entity No 5625880.83 No Day 21 Secured Yes 35.97
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 35 1173819.03 Day 30 Liberty Capital Markets Inc. Treasury Operations Central Bank No 1104393.68 No Day 12 Secured No 40.49
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 21 1269423.34 Day 36 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Financial Market Utility No 1475696.56 No 180 - 270 Days Secured No 42.10
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 52 4019553.10 Perpetual Liberty International Finance Ltd. Equity Trading Retail Yes 3430236.57 Yes Day 10 Secured No 24.31
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 48 1854971.25 Day 36 Liberty Financial Group, Inc. - Parent Only Repo Desk Financial Market Utility No 2198403.70 No Day 48 Secured Yes 22.31
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 27 4119540.48 >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp. Investment Banking Capital Markets Non-Regulated Fund Yes 3470422.00 No Day 45 Secured Yes 38.89
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 11 3661177.10 Day 45 Liberty Capital Markets Inc. Fixed Income Trading Non-Regulated Fund Yes 3658641.80 No Day 16 Secured No 33.44
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 26 4098601.23 Day 36 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets GSE Yes 4150073.05 No Day 23 Secured No 17.36
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes 68 - 74 Days 1669382.36 Day 15 Liberty National Bank Equity Trading Other Yes 1705483.48 Yes Day 2 Secured No 45.58
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No 151 - 179 Days 4673566.08 Day 57 Liberty International Finance Ltd. Securities Financing Investment Company or Advisor Yes 5185742.93 No Day 19 Secured Yes 7.85
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 13 1904675.19 Day 41 Liberty National Bank Securities Financing MDB No 2167561.48 No Day 1 Secured Yes 31.91
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 32 2618168.37 Day 37 Liberty Mortgage Services Corp. Prime Brokerage Broker-Dealer Yes 2509021.96 Yes Day 6 Secured Yes 40.35
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 49 4498466.63 Day 17 Liberty Mortgage Services Corp. Repo Desk Pension Fund No 4683818.71 Yes Day 50 Secured Yes 27.84
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 40 1546599.71 >= 1 Yr <= 2 Yr Liberty National Bank Treasury Operations Pension Fund No 1569322.37 Yes >5 Yr Secured No 5.01
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No 61 - 67 Days 3042531.36 Open Liberty Financial Group, Inc. Treasury Operations Retail Yes 3298346.99 Yes 61 - 67 Days Secured No 22.68
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 58 772851.83 61 - 67 Days Liberty International Finance Ltd. Fixed Income Trading Financial Market Utility No 716306.77 No Day 38 Secured Yes 0.71
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Day 4 4174390.95 Day 27 Liberty Capital Markets Inc. Equity Trading Bank Yes 3386626.07 No Day 7 Secured Yes 15.79
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 34 2935810.80 Day 1 Liberty International Finance Ltd. Equity Trading Non-Financial Corporate Yes 3297819.27 Yes Day 39 Secured Yes 14.80
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Perpetual 4515591.93 Day 36 Liberty International Finance Ltd. Treasury Operations Other Supervised Non-Bank Financial Entity No 4669107.01 Yes Day 43 Secured No 23.20
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 8 4101729.64 Day 35 Liberty Capital Markets Inc. Treasury Operations Bank Yes 3423515.62 Yes Day 9 Secured No 16.97