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
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 6820889447.76 Day 5 No 1142181190.67 <7 Days Agency MBS 3089929555.75 No T+2 No No IntS-2629 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 6257853626.57 Day 49 Yes 7962764.43 31-90 Days Other 5673189509.78 Yes T+0 Yes Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 2725163240.41 Day 4 No 1858114929.20 <7 Days Treasuries 2020599251.92 No T+2 No No Treasury
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 4020701072.22 Day 28 No 866437612.76 7-30 Days None 3181886508.80 No T+1 No Yes IntS-1453 Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 3409085603.07 Day 21 No 1144421776.31 7-30 Days None 1288359555.51 Yes T+2 No Yes IntS-5577 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 2414920375.56 Day 51 Yes 890340543.98 <7 Days Corporate Bonds 2321740745.52 No T+2 No No Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 3031392922.42 Day 2 Yes 1528465672.68 31-90 Days Equities 4912453899.88 No T+2 Yes No IntS-3166 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 303740447.99 >3 Yr <= 4 Yr Yes 154861108.40 31-90 Days Corporate Bonds 4160943544.17 No T+2 Yes Yes IntS-9114 Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 3087365029.98 Day 13 Yes 1657572608.99 7-30 Days Agency MBS 5492562567.71 No T+2 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 843247080.81 Day 55 No 991105333.46 31-90 Days Corporate Bonds 3831552629.27 No T+2 Yes No IntS-8173 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 4638779288.33 Day 55 Yes 1826356286.23 7-30 Days Corporate Bonds 5148217207.82 Yes T+2 No Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 6924854881.15 Day 54 No 1126571977.53 7-30 Days Agency MBS 1055329415.08 Yes T+2 Yes No Trading
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 4178306504.36 Day 34 No 820152942.30 <7 Days Agency MBS 5042311053.91 Yes T+1 Yes No Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 509051524.66 Day 47 No 466098926.29 <7 Days Agency MBS 1674455685.88 No T+0 No No IntS-9963 Securities Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 6954574745.23 >= 1 Yr <= 2 Yr No 165335027.02 31-90 Days Agency MBS 4114981623.61 No T+1 No No IntS-4829 Securities Finance
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts No 2053756296.05 Day 17 Yes 1100966904.93 7-30 Days None 3698596183.58 Yes T+0 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 903802491.20 Day 54 No 1739896646.93 7-30 Days None 1401303105.41 Yes T+0 No No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 5626277160.96 68 - 74 Days No 1645412769.11 <7 Days Treasuries 5867868010.14 Yes T+1 No Yes IntS-1826 Treasury
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 5162727844.98 Day 58 Yes 1701572849.94 <7 Days Corporate Bonds 3022960065.26 Yes T+1 No No Funding
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 3184845057.73 Day 1 No 865418205.75 <7 Days Agency MBS 5125978733.81 No T+1 Yes Yes IntS-1426 Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 4527219908.61 >2 Yr <= 3 Yr No 635260776.28 31-90 Days Agency MBS 3334269629.41 Yes T+2 No No IntS-3592 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 1032737884.84 Day 30 No 1942178842.15 <7 Days Agency MBS 5489979289.26 Yes T+2 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 2413972849.99 Day 31 Yes 1247628890.52 7-30 Days Other 3552617331.66 Yes T+0 No No IntS-8955 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 2850699338.48 61 - 67 Days No 1371519049.81 7-30 Days Equities 5700380132.40 Yes T+2 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts No 897388525.90 Day 32 No 1497424510.32 7-30 Days Corporate Bonds 5647100387.71 No T+1 Yes Yes Securities Finance