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 9112.11 Day 42 No 16.23 7-30 Days N-6 8977.16 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16625.47 Day 42 No 254.21 <7 Days N-7 15584.60 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7186.90 Day 42 Yes 50.23 7-30 Days P-1 7099.43 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14286.73 Day 42 Yes 566.28 <7 Days P-2 14838.28 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3806.52 Day 42 No 87.21 31-90 Days S-8 4012.81 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2066.19 Day 42 Yes 35.57 <7 Days Y-1 1987.96 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5137.60 Day 42 Yes 31.14 7-30 Days Y-2 4653.85 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4532.11 Day 42 Yes 156.47 31-90 Days Y-3 4684.95 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2893.33 Day 42 No 36.26 7-30 Days Y-4 3089.60 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4783.38 Day 42 No 182.63 7-30 Days Z-1 4912.59 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1813.65 Day 42 Yes 20.77 31-90 Days A-2 1715.44 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8249.31 Day 42 Yes 123.64 7-30 Days A-3 8731.58 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5858.26 Day 42 Yes 145.96 7-30 Days A-4 5450.82 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14765.43 Day 42 No 502.85 31-90 Days A-5 15023.43 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13520.37 Day 42 Yes 189.53 <7 Days CB-1 12944.09 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5861.51 Day 42 No 231.95 7-30 Days CB-2 6399.86 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 408.57 Day 42 Yes 8.89 31-90 Days CB-3 374.17 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12831.46 Day 42 No 422.69 31-90 Days E-1 13881.16 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2245.60 Day 42 No 68.94 7-30 Days E-2 2059.81 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3130.43 Day 42 No 56.60 31-90 Days G-1 3094.73 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9688.75 Day 42 No 222.69 <7 Days G-2 8937.85 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1903.50 Day 42 No 83.58 7-30 Days G-3 2033.80 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8908.44 Day 42 No 267.75 31-90 Days IG-1 8310.96 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7882.30 Day 42 No 226.28 7-30 Days IG-2 7573.53 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1118.05 Day 42 Yes 12.79 31-90 Days S-1 1163.04 Yes T+2 Yes No Treasury