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 2232910041.00 Day 12 No 1257602578.34 7-30 Days Cash 3497718752.89 No T+2 Yes Yes IntS-8041 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 982539406.89 Day 36 Yes 516848712.24 7-30 Days None 15214763.11 Yes T+2 Yes Yes IntS-7798 Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 2827165479.12 Day 48 No 759445396.47 <7 Days Treasuries 253546641.33 Yes T+2 Yes No IntS-6401 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 231241100.60 Day 8 No 1091446294.11 7-30 Days Agency MBS 137335050.26 No T+2 No Yes IntS-4362 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 3640338623.73 Day 41 No 1295739526.47 7-30 Days Cash 4363050716.69 Yes T+1 Yes No IntS-3494 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 1682303184.02 Day 19 No 163270908.54 7-30 Days Agency MBS 2647601357.85 No T+2 No No IntS-1416 Funding
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 3773808764.27 Day 33 Yes 1937232544.71 7-30 Days Agency MBS 4064037400.20 Yes T+0 Yes No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 1222631157.58 Day 4 No 245178106.03 <7 Days Other 789386725.00 Yes T+0 No Yes IntS-9179 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 2818656715.30 Day 1 No 1472914006.78 31-90 Days Treasuries 5990781856.98 No T+0 No No IntS-4327 Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 2356869816.79 Day 41 Yes 305110392.87 <7 Days Corporate Bonds 1684539569.81 Yes T+2 No No IntS-7316 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 1715751435.55 Day 38 Yes 1324168145.20 31-90 Days None 6265965042.67 Yes T+0 No Yes IntS-9389 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 2652811712.01 Day 26 No 1736516537.00 7-30 Days Other 560693899.88 Yes T+2 No No IntS-9030 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 6726644401.07 Day 58 Yes 428843304.85 <7 Days Other 470113433.12 Yes T+1 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 1057701520.77 Day 44 Yes 1643672448.35 <7 Days None 4457916350.01 Yes T+2 No Yes IntS-3935 Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 4271229667.68 Day 54 Yes 1482783787.52 7-30 Days None 2547353639.63 No T+2 No Yes IntS-6872 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 4230845561.30 Day 53 No 277762193.11 <7 Days Treasuries 260982151.38 No T+2 No No IntS-9055 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 5550592151.89 Day 43 Yes 552036141.69 7-30 Days Agency MBS 6474083930.04 No T+2 No Yes IntS-9729 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 6073015916.78 Day 9 No 1986336680.61 7-30 Days Treasuries 4463502196.57 No T+2 No Yes IntS-6467 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 4234990409.43 Day 10 No 19857262.01 31-90 Days Other 3758307211.69 No T+0 No No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 552599996.10 Day 56 No 699768236.30 7-30 Days Cash 6371508996.82 Yes T+1 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 5274857937.40 Day 36 Yes 627908569.10 31-90 Days Treasuries 4430160302.60 No T+2 No Yes Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 4765507268.91 Day 36 No 358289024.89 7-30 Days Equities 2321139874.30 No T+0 Yes Yes IntS-1643 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 4222914472.50 Day 15 Yes 484585685.32 7-30 Days Treasuries 575986922.53 No T+2 Yes No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 6848198823.24 Day 19 No 776347123.56 31-90 Days Other 1772084485.29 No T+1 No Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 4697235664.06 Day 3 Yes 1406226101.94 <7 Days None 3843282877.61 Yes T+2 No Yes Treasury