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 Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 35 1319559.96 Day 49 Liberty International Finance Ltd. Treasury Operations Other No 1433093.50 No Day 29 Secured Yes 18.12
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing EUR No >3 Yr <= 4 Yr 4480218.41 Day 15 Liberty Financial Group, Inc. - Parent Only Prime Brokerage GSE No 3685045.15 No Day 39 Secured Yes 8.26
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 59 3657658.44 Day 43 Liberty Financial Group, Inc. - Parent Only Prime Brokerage Non-Financial Corporate Yes 4280345.64 Yes Day 6 Secured Yes 4.18
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 2 4744815.49 Day 1 Liberty Financial Group, Inc. - Parent Only Repo Desk Non-Financial Corporate No 5592400.38 Yes Day 17 Secured No 47.47
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY Yes Day 15 472411.28 Day 54 Liberty Capital Markets Inc. Investment Banking Capital Markets Retail Yes 474131.46 Yes 91 - 120 Days Secured No 11.92
2025-09-09 Liberty Mortgage Services Corp. I.S.10 I.S.10: Synthetic Firm Sourcing GBP No Day 7 4811971.09 121 - 150 Days Liberty Capital Markets Inc. Repo Desk PSE No 5693744.99 Yes >4 Yr <= 5 Yr Secured Yes 49.30
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 12 3349926.72 Day 60 Liberty Financial Group, Inc. Equity Trading Central Bank Yes 3823382.21 Yes Day 55 Secured No 26.02
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes 271 - 364 Days 293013.46 Day 49 Liberty International Finance Ltd. Treasury Operations Retail No 273865.72 No Day 38 Secured Yes 12.12
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 46 3702290.97 Day 10 Liberty Financial Group, Inc. - Parent Only Investment Banking Capital Markets Broker-Dealer No 3086215.32 Yes Day 26 Secured Yes 40.58
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 10 4460916.89 Day 5 Liberty National Bank Repo Desk MDB No 4311700.00 Yes Day 8 Secured Yes 3.65
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 21 123467.44 Day 35 Liberty International Finance Ltd. Equity Trading PSE Yes 114374.99 Yes Day 47 Secured Yes 47.55
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Day 25 4178431.99 Day 5 Liberty Financial Group, Inc. Equity Trading Non-Financial Corporate Yes 4445275.60 No Day 18 Secured No 2.81
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes 75 - 82 Days 337773.41 Day 43 Liberty Capital Markets Inc. Investment Banking Capital Markets Investment Company or Advisor No 276473.10 No Day 23 Secured Yes 30.95
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes Day 37 3594084.89 >5 Yr Liberty Financial Group, Inc. - Parent Only Equity Trading Retail No 3787303.01 Yes Day 5 Secured Yes 15.08
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 8 2439886.96 271 - 364 Days Liberty Capital Markets Inc. Securities Financing Pension Fund No 2096036.07 No 271 - 364 Days Secured No 11.40
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing JPY No Perpetual 387362.51 Day 26 Liberty Mortgage Services Corp. Fixed Income Trading Debt Issuing SPE Yes 405926.09 No Day 20 Secured No 8.19
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 22 4586886.10 >2 Yr <= 3 Yr Liberty International Finance Ltd. Investment Banking Capital Markets Small Business Yes 4193244.66 No Day 15 Secured No 2.07
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing EUR No Day 17 4838828.52 Day 8 Liberty Capital Markets Inc. Equity Trading Other Supervised Non-Bank Financial Entity Yes 4442231.35 No Day 50 Secured Yes 25.81
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing GBP Yes 91 - 120 Days 3452446.83 Day 49 Liberty Mortgage Services Corp. Fixed Income Trading Retail No 3527163.40 Yes Day 44 Secured No 5.30
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 59 3863985.59 Day 20 Liberty Mortgage Services Corp. Repo Desk Other Supervised Non-Bank Financial Entity No 3951269.42 No >3 Yr <= 4 Yr Secured Yes 14.91
2025-09-09 Liberty International Finance Ltd. I.S.10 I.S.10: Synthetic Firm Sourcing CAD No Day 46 2389741.23 271 - 364 Days Liberty National Bank Asset Management Services Sovereign No 1922883.85 No Day 57 Secured No 47.03
2025-09-09 Liberty Financial Group, Inc. I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 34 3277500.24 Day 8 Liberty National Bank Investment Banking Capital Markets Non-Regulated Fund No 3898434.86 No 151 - 179 Days Secured No 24.64
2025-09-09 Liberty National Bank I.S.10 I.S.10: Synthetic Firm Sourcing USD No Day 39 1964483.65 Day 31 Liberty Financial Group, Inc. - Parent Only Client Services Other Yes 1594872.28 No Day 52 Secured Yes 12.44
2025-09-09 Liberty Capital Markets Inc. I.S.10 I.S.10: Synthetic Firm Sourcing CAD Yes Day 38 424239.23 Day 26 Liberty Mortgage Services Corp. Equity Trading Bank No 427533.56 No Perpetual Secured No 24.85
2025-09-09 Liberty Financial Group, Inc. - Parent Only I.S.10 I.S.10: Synthetic Firm Sourcing EUR Yes Day 59 329363.08 Day 18 Liberty Mortgage Services Corp. Client Services Other Yes 346293.87 No Day 33 Secured Yes 28.80