Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.9: Synthetic Customer Shorts

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
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1383.36 Day 29 No 42.67 7-30 Days L-1 1250.63 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9675.71 Day 29 No 345.61 <7 Days L-10 10336.48 Yes T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10651.39 Day 29 No 95.78 31-90 Days L-11 11260.81 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11059.31 Day 29 No 495.49 <7 Days L-2 10084.68 Yes T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14393.64 Day 29 Yes 323.28 7-30 Days L-3 13109.51 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4010.86 Day 29 Yes 127.55 7-30 Days L-4 4289.03 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11919.32 Day 29 No 108.92 7-30 Days L-5 11814.35 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2839.52 Day 29 Yes 71.59 31-90 Days L-6 2606.71 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7715.18 Day 29 No 361.13 <7 Days L-7 7027.96 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2840.28 Day 29 No 99.30 31-90 Days L-8 2824.49 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4325.42 Day 29 Yes 126.65 7-30 Days L-9 4643.32 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9056.97 Day 29 Yes 440.15 31-90 Days LC-1 9190.86 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16565.68 Day 29 Yes 370.94 7-30 Days LC-2 15844.44 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11714.89 Day 29 Yes 88.71 7-30 Days N-1 12137.20 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4513.48 Day 29 No 193.45 31-90 Days N-2 4300.94 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1009.91 Day 29 Yes 2.67 31-90 Days N-3 1074.94 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5186.61 Day 29 Yes 168.93 7-30 Days N-4 5338.61 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1256.00 Day 29 No 34.19 31-90 Days N-5 1241.27 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9302.64 Day 29 No 170.20 <7 Days N-6 9057.84 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1089.25 Day 29 No 41.17 31-90 Days N-7 1101.51 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16833.79 Day 29 No 612.04 <7 Days P-1 15639.87 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3267.69 Day 29 Yes 119.28 7-30 Days P-2 3336.81 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14540.35 Day 29 Yes 475.69 7-30 Days S-8 14690.09 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16105.96 Day 29 Yes 778.05 7-30 Days Y-1 15795.14 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14491.55 Day 29 No 193.29 7-30 Days Y-2 14735.61 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury