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 Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 45 818804.83 Day 24 Liberty Financial Group, Inc. - Parent Only Client Services Retail Yes 778450.74 No Day 19 Secured Yes 3.73
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 7 4141947.87 Day 15 Liberty National Bank Investment Banking Capital Markets Pension Fund No 3593610.74 No Day 47 Secured No 7.88
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 35 2345732.33 Day 22 Liberty Financial Group, Inc. Investment Banking Capital Markets Small Business Yes 2449870.57 No Day 55 Secured No 44.38
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 3 3424295.87 Day 46 Liberty International Finance Ltd. Investment Banking Capital Markets Debt Issuing SPE No 3507196.37 Yes Day 37 Secured Yes 14.70
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Day 28 195423.31 >5 Yr Liberty International Finance Ltd. Asset Management Services Non-Regulated Fund Yes 167059.47 Yes Day 9 Secured Yes 47.07
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 52 514359.07 Day 3 Liberty National Bank Treasury Operations GSE No 536473.37 No Day 41 Secured No 7.82
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 53 49116.93 Day 47 Liberty Financial Group, Inc. - Parent Only Prime Brokerage Pension Fund No 49546.03 No Day 54 Secured No 1.22
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 38 1328313.31 Day 7 Liberty Mortgage Services Corp. Investment Banking Capital Markets Central Bank Yes 1188443.86 Yes Day 28 Secured Yes 43.48
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 27 1042937.00 Day 50 Liberty National Bank Fixed Income Trading Retail Yes 900232.76 Yes Day 54 Secured Yes 4.26
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 29 3540863.36 Day 51 Liberty National Bank Client Services Other Yes 3355829.82 Yes 271 - 364 Days Secured Yes 23.01
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 45 4965190.25 Day 2 Liberty International Finance Ltd. Prime Brokerage Investment Company or Advisor No 4038898.16 No Day 58 Secured Yes 12.66
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 18 2316501.96 Day 52 Liberty National Bank Securities Financing Broker-Dealer No 2218512.83 Yes Day 55 Secured Yes 14.56
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 18 831220.00 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. Fixed Income Trading Retail Yes 807844.92 No Day 50 Secured No 35.93
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD Yes Day 9 2786959.57 Day 13 Liberty Mortgage Services Corp. Asset Management Services Bank No 2985387.26 No Day 52 Secured Yes 5.00
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 17 4835583.66 Day 37 Liberty Financial Group, Inc. - Parent Only Treasury Operations Other Yes 5619097.45 No Day 30 Secured Yes 23.31
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No >2 Yr <= 3 Yr 2493442.27 61 - 67 Days Liberty International Finance Ltd. Fixed Income Trading Broker-Dealer No 2916131.06 Yes Day 55 Secured Yes 3.61
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 20 1002100.35 Day 5 Liberty National Bank Prime Brokerage Small Business Yes 967508.01 No Day 48 Secured No 47.71
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 59 2969449.43 Day 49 Liberty International Finance Ltd. Repo Desk Debt Issuing SPE No 3262398.37 Yes Day 34 Secured Yes 25.71
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 59 3511929.24 Day 57 Liberty Capital Markets Inc. Fixed Income Trading Other No 3716865.62 No Day 33 Secured Yes 39.34
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 48 4748707.63 Day 28 Liberty International Finance Ltd. Asset Management Services Financial Market Utility Yes 4062112.48 Yes Day 27 Secured Yes 43.13
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 49 4269670.58 Day 20 Liberty National Bank Client Services Sovereign Yes 3828048.79 Yes Day 10 Secured Yes 23.27
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 17 2546136.08 >5 Yr Liberty Mortgage Services Corp. Client Services Debt Issuing SPE Yes 2920327.43 No Day 2 Secured No 11.64
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing CAD No 180 - 270 Days 2353261.59 Day 3 Liberty National Bank Securities Financing Retail No 2049101.46 No Day 7 Secured Yes 13.54
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 7 3089404.18 Day 19 Liberty International Finance Ltd. Repo Desk Other Yes 2720886.15 No Day 46 Secured Yes 36.70
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes >5 Yr 2463832.50 Day 28 Liberty Financial Group, Inc. Treasury Operations Central Bank No 2504616.46 Yes Day 19 Secured No 34.40