Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.10: Synthetic Firm Financing

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 4399264380.66 Perpetual Yes 1739852334.66 7-30 Days None 5536051939.37 Yes T+0 Yes Yes IntS-6639 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 5428377252.97 61 - 67 Days Yes 150870307.30 7-30 Days Equities 4136271069.23 Yes T+0 Yes Yes Securities Finance
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 2579518827.90 Day 20 No 1074062338.55 31-90 Days Corporate Bonds 5373581231.36 Yes T+1 No No IntS-8296 Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 4389930494.27 Day 50 No 1501022835.24 7-30 Days Cash 926480012.00 Yes T+1 Yes No IntS-9048 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 2920826528.50 75 - 82 Days Yes 281219813.33 <7 Days Equities 4938095783.38 No T+0 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 5668730074.40 Day 49 No 1175544034.66 <7 Days Treasuries 6578359331.82 Yes T+2 Yes No IntS-3179 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 2634128821.92 Day 16 No 187526367.29 31-90 Days Equities 4733501480.50 Yes T+1 Yes Yes IntS-3543 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 1946027102.60 Day 9 Yes 243833027.29 <7 Days Cash 3472269132.26 No T+0 Yes Yes IntS-5583 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 4744961763.79 Day 51 No 756649852.46 7-30 Days Corporate Bonds 1608883602.45 No T+2 Yes No IntS-2635 Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 3413526594.99 Day 44 No 611182567.97 7-30 Days Cash 5897483187.09 Yes T+0 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 7496836403.16 Day 22 Yes 160897104.45 <7 Days Corporate Bonds 869795301.09 No T+1 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 1464223067.53 Day 6 Yes 728767042.87 31-90 Days Treasuries 390781665.87 No T+2 Yes Yes IntS-3998 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 6219780304.25 Day 52 No 779872226.59 <7 Days Agency MBS 2610022652.68 No T+0 No Yes IntS-4344 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 5803803021.22 Day 7 No 101694228.88 31-90 Days Other 3571653477.48 No T+1 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 7200592056.42 Day 17 No 373466565.77 31-90 Days Cash 4424049612.53 No T+1 No Yes Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 4101347798.25 Day 20 Yes 1442200307.10 31-90 Days Cash 6445510068.51 Yes T+2 Yes Yes IntS-9687 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 7733290759.28 >2 Yr <= 3 Yr Yes 803654874.01 <7 Days Treasuries 1982887558.69 No T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 1422394513.69 Day 23 No 353322308.46 7-30 Days Equities 3608482665.73 Yes T+1 No Yes IntS-4592 Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 5346498893.96 Day 34 No 1130063561.13 31-90 Days None 4739484189.74 Yes T+0 Yes Yes IntS-9170 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 6470196122.59 Day 4 No 1744967054.54 <7 Days Other 6393727042.13 No T+1 No No IntS-8965 Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 2137986701.11 Day 53 No 74874535.08 31-90 Days Agency MBS 6548647599.20 No T+0 Yes No Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 7176461839.37 >5 Yr Yes 889777320.23 7-30 Days Agency MBS 822071251.41 No T+2 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 3870804694.62 Day 4 Yes 1714139785.32 31-90 Days Corporate Bonds 2101386959.84 No T+1 Yes No IntS-3707 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 5345684164.96 Day 41 No 1714307814.79 31-90 Days Equities 3222283941.15 No T+1 Yes No IntS-9563 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 4612344805.59 Day 37 Yes 1788807162.32 31-90 Days Treasuries 4827862380.27 No T+1 Yes No Funding