Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 6524364404.87 Day 33 Yes 11751959.23 <7 Days None 145364132.99 Yes T+2 Yes Yes Funding
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 2783496021.38 Day 40 No 1715001110.17 7-30 Days Corporate Bonds 3800605352.94 No T+2 Yes No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 2821693670.44 Day 48 No 1787251285.58 7-30 Days Agency MBS 5185233931.55 No T+1 No No IntS-4932 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 3594913905.41 Day 48 No 789732630.41 31-90 Days Treasuries 1675355329.34 No T+0 No Yes IntS-3727 Treasury
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 599017569.32 Day 39 Yes 1431440569.03 <7 Days Other 32654603.50 Yes T+0 Yes Yes Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 4244858742.71 Day 34 Yes 1233918274.42 7-30 Days Other 6351531092.22 No T+1 No No IntS-7737 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing No 727666546.47 Day 36 No 679828326.68 <7 Days Agency MBS 6520243199.24 No T+1 Yes No IntS-7047 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 3681312852.08 61 - 67 Days Yes 1636950543.51 <7 Days Treasuries 357755991.82 No T+2 Yes No Treasury
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 5958866473.91 Day 20 Yes 740760071.24 7-30 Days Equities 1633512291.46 Yes T+1 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 7405987104.02 >= 1 Yr <= 2 Yr No 747074473.56 7-30 Days Other 3800917737.35 No T+2 No No Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.10 Synthetic Firm Financing No 4413321315.36 Day 60 Yes 1932004323.39 <7 Days Equities 5449624648.34 Yes T+2 Yes Yes Trading
2025-09-09 Liberty National Bank O.S.10 Synthetic Firm Financing No 457895024.63 Day 27 No 1291645710.99 31-90 Days Treasuries 3764451739.96 Yes T+1 Yes No Funding
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 1839610534.91 >2 Yr <= 3 Yr Yes 751261647.56 <7 Days Agency MBS 594652319.10 No T+2 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 661271957.41 Day 47 Yes 1660584476.95 31-90 Days Agency MBS 4508966391.06 No T+0 No Yes Securities Finance
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing No 5432837288.70 Day 41 Yes 1342954532.47 31-90 Days Equities 2182592173.93 Yes T+2 Yes Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 4247241769.85 >4 Yr <= 5 Yr No 362002934.49 31-90 Days Treasuries 4387141468.87 Yes T+2 No No IntS-1557 Trading
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing No 2660556536.14 Day 54 No 1219301299.96 <7 Days Cash 852795741.27 Yes T+0 No Yes IntS-7955 Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.10 Synthetic Firm Financing Yes 3497345196.84 Day 40 No 274159420.49 31-90 Days Agency MBS 3914483039.05 Yes T+1 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 60548966.06 Day 54 No 1780580665.93 7-30 Days Agency MBS 4288761885.67 Yes T+0 Yes Yes IntS-5187 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 2558079675.52 Day 13 Yes 1193651966.28 7-30 Days Cash 4645672155.58 No T+1 Yes Yes Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.10 Synthetic Firm Financing Yes 519098603.86 91 - 120 Days Yes 1271218666.24 <7 Days Corporate Bonds 2583396751.45 No T+2 No Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.10 Synthetic Firm Financing Yes 6714522498.75 Day 10 Yes 1552872488.03 7-30 Days Equities 26612788.76 No T+0 No Yes IntS-6248 Trading
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 4005337098.38 83 - 90 Days No 1404608711.47 31-90 Days Agency MBS 4181511633.63 No T+1 No No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing No 4843834612.58 271 - 364 Days No 1324618327.44 31-90 Days Equities 4907617119.57 No T+1 Yes No IntS-5041 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.10 Synthetic Firm Financing Yes 4423080047.11 Day 59 Yes 134696712.05 7-30 Days Agency MBS 5466541704.16 Yes T+0 No No IntS-7639 Trading