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 2650.98 Day 46 Yes 131.20 7-30 Days LC-2 2665.02 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 321.41 Day 46 Yes 3.37 7-30 Days N-1 323.66 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10330.73 Day 46 Yes 78.41 31-90 Days N-2 10993.96 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7311.96 Day 46 Yes 55.34 <7 Days N-3 7806.69 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10521.76 Day 46 Yes 490.71 <7 Days N-4 10545.00 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7510.65 Day 46 Yes 372.79 31-90 Days N-5 6805.95 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15017.76 Day 46 No 356.55 7-30 Days N-6 16255.32 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9916.15 Day 46 Yes 380.50 7-30 Days N-7 9422.81 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9195.13 Day 46 No 385.01 31-90 Days P-1 8516.07 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15014.94 Day 46 No 112.24 31-90 Days P-2 14421.87 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2296.98 Day 46 No 113.66 31-90 Days S-8 2228.12 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12327.09 Day 46 No 354.78 31-90 Days Y-1 11252.48 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12903.76 Day 46 Yes 380.12 31-90 Days Y-2 12564.95 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16782.81 Day 46 Yes 434.94 31-90 Days Y-3 15989.80 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15934.17 Day 46 Yes 631.83 31-90 Days Y-4 14911.05 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10456.66 Day 46 No 248.25 31-90 Days Z-1 9671.61 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6594.33 Day 46 Yes 104.63 <7 Days A-2 6257.78 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16989.56 Day 46 No 561.85 7-30 Days A-3 17076.00 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1608.05 Day 46 Yes 34.38 31-90 Days A-4 1507.11 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12828.63 Day 46 Yes 489.95 <7 Days A-5 12479.71 No T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1813.13 Day 46 Yes 74.35 7-30 Days CB-1 1926.34 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4446.55 Day 46 Yes 29.03 <7 Days CB-2 4867.04 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16488.90 Day 46 No 423.17 7-30 Days CB-3 15935.13 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 14077.71 Day 46 No 664.74 31-90 Days E-1 13277.05 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2431.54 Day 46 Yes 54.29 7-30 Days E-2 2299.97 Yes T+0 No No Securities Finance