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 Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 507364255.39 >3 Yr <= 4 Yr Yes 1930774227.55 7-30 Days Agency MBS 2640364109.19 Yes T+1 No Yes IntS-5545 Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 4795593395.05 68 - 74 Days No 1920263384.97 31-90 Days Cash 159984615.55 Yes T+0 Yes No IntS-9929 Securities Finance
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 7515620031.38 Day 15 No 1293223559.81 7-30 Days Other 6971067288.21 No T+0 No No IntS-9226 Funding
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 2841507222.34 Day 54 No 296509874.37 31-90 Days Corporate Bonds 2739139727.95 No T+1 Yes Yes Trading
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 2052789391.43 Open No 1620728589.23 31-90 Days Treasuries 6215342928.08 Yes T+1 Yes Yes Securities Finance
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 6343447946.14 Day 59 Yes 844192835.75 31-90 Days Other 6293767865.30 Yes T+2 Yes No Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 5655006394.22 61 - 67 Days No 1183464076.31 31-90 Days Cash 2674407747.63 Yes T+0 Yes Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts Yes 6043236504.30 >3 Yr <= 4 Yr Yes 1657239840.20 <7 Days Agency MBS 2897299143.70 Yes T+1 No No Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 2987061366.85 Perpetual No 1714954133.33 7-30 Days Corporate Bonds 4984758148.21 Yes T+2 No Yes Trading
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 1267014273.47 Day 7 Yes 1887477542.59 31-90 Days Cash 4491760576.35 No T+0 Yes Yes Trading
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 1410920720.76 Day 20 Yes 1368459671.08 7-30 Days Corporate Bonds 1463731833.88 No T+0 No No Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts Yes 5171264345.40 Day 16 Yes 1439888155.39 7-30 Days Treasuries 4030826180.23 No T+1 No Yes Funding
2025-09-09 Liberty National Bank O.S.9 Synthetic Customer Shorts No 7850402341.66 Day 52 No 82459634.36 <7 Days Agency MBS 322646487.57 Yes T+1 Yes No IntS-5689 Trading
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 7389903233.01 Day 21 Yes 1795475402.29 31-90 Days Treasuries 3125713232.05 Yes T+0 Yes Yes IntS-2767 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 2543010816.21 75 - 82 Days No 1707547492.62 7-30 Days Other 5841804173.44 No T+1 Yes No IntS-4467 Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 4629607282.22 Day 44 No 337192593.55 <7 Days Treasuries 456771773.68 Yes T+2 No No IntS-2095 Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 3345933620.13 Day 8 Yes 1822124760.15 7-30 Days Cash 843544233.48 Yes T+2 No Yes Funding
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.S.9 Synthetic Customer Shorts Yes 2807529571.14 Day 33 No 48637912.92 <7 Days Cash 3086366212.83 No T+1 Yes Yes IntS-4797 Funding
2025-09-09 Liberty Mortgage Services Corp. O.S.9 Synthetic Customer Shorts Yes 6544837747.51 Day 37 No 525177880.26 31-90 Days Cash 281188238.83 No T+2 Yes No IntS-6435 Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts No 1175830027.13 Day 11 Yes 1889421271.20 <7 Days Equities 3251203238.87 Yes T+1 No Yes Treasury
2025-09-09 Liberty Capital Markets Inc. O.S.9 Synthetic Customer Shorts Yes 4725362752.56 Day 33 Yes 1216118017.25 31-90 Days Cash 6389364267.77 No T+2 No No IntS-3413 Trading
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 3345182771.27 Day 48 Yes 776677983.06 <7 Days Other 6881948074.53 No T+2 No Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.S.9 Synthetic Customer Shorts No 5182732648.54 Day 45 No 1950449744.51 <7 Days Agency MBS 2125579953.14 No T+2 Yes Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Yes 4622114971.06 Day 16 No 810981574.97 7-30 Days Equities 6745797191.58 No T+1 Yes Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts No 6953092169.06 >2 Yr <= 3 Yr Yes 276210818.02 31-90 Days Other 11912937.15 No T+2 No No IntS-8845 Funding