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 Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing Yes 1105649237.90 Day 3 No 477580666.05 <7 Days Equities 3205788791.88 Yes T+1 Yes No Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 1521779207.84 91 - 120 Days No 998787936.51 31-90 Days Cash 1791437336.10 Yes T+0 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 5119101604.42 Day 5 Yes 537495912.34 <7 Days Treasuries 4189156729.46 Yes T+2 No Yes Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 2945434237.01 83 - 90 Days No 1758805225.26 7-30 Days Corporate Bonds 4207649781.21 No T+2 Yes Yes Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 5524140495.33 Day 41 Yes 443045472.97 31-90 Days None 6775249964.59 No T+1 No No Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 2365524415.50 Day 40 No 960345303.84 31-90 Days Equities 758947872.20 No T+1 Yes Yes IntS-6309 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 2804127542.48 Day 16 No 1252358315.08 <7 Days Agency MBS 1498030793.83 Yes T+1 No No IntS-4826 Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing Yes 6703325586.53 Day 59 Yes 1005437016.26 <7 Days Equities 1777035214.95 No T+0 No Yes IntS-3437 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 3790435894.56 Day 39 No 926983293.48 <7 Days Equities 1341868915.73 Yes T+1 No No IntS-9201 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 790531348.84 83 - 90 Days No 1202366636.64 7-30 Days Treasuries 5575811116.10 Yes T+1 No Yes IntS-4987 Funding
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 1809371232.95 61 - 67 Days Yes 1205590135.28 <7 Days Cash 3430120227.66 Yes T+2 Yes No IntS-1715 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 3064076793.93 83 - 90 Days No 1203667246.74 7-30 Days Cash 3268539953.73 No T+2 Yes No Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 1791381463.65 Day 17 Yes 993633420.05 7-30 Days None 6931314708.25 Yes T+2 No No Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 3235028818.39 Day 39 Yes 293242587.50 7-30 Days None 2781751910.82 Yes T+2 No Yes IntS-4965 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 6283946048.53 Day 47 Yes 1750437252.74 <7 Days Treasuries 6495427812.99 No T+0 No No Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 4798366774.61 Open Yes 1323340646.30 <7 Days Equities 6262987301.21 Yes T+1 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 4297412435.95 Day 34 No 1430563533.43 <7 Days Corporate Bonds 4092167320.66 No T+0 Yes No Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 6932337183.76 Day 38 No 1353137008.72 31-90 Days Equities 2356105100.22 Yes T+2 No Yes IntS-6996 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 1981362468.48 Day 14 No 1514245173.85 7-30 Days Other 6301911921.52 Yes T+2 Yes Yes IntS-6761 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 1369089899.49 83 - 90 Days Yes 1151443900.86 7-30 Days Cash 4778951642.18 Yes T+0 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 1402880652.69 Day 15 No 994578401.97 31-90 Days Equities 3041864688.16 No T+1 No Yes IntS-7697 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 4253465143.26 Day 35 No 154803907.31 7-30 Days Treasuries 5924486877.64 No T+1 Yes Yes IntS-7803 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 3891486337.06 Day 5 No 249518277.10 7-30 Days Equities 2104615692.21 No T+1 Yes Yes IntS-6320 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 4766826890.71 Day 7 No 434615970.52 <7 Days Agency MBS 789318553.02 No T+0 No Yes IntS-8693 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 2310042032.35 Day 52 No 1309079406.75 31-90 Days Treasuries 46110520.80 Yes T+2 Yes Yes IntS-2510 Trading