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 Non-Regulated Fund Yes 14742.29 Day 53 No 73.25 <7 Days L-2 15065.72 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16051.18 Day 53 Yes 264.04 <7 Days L-3 14884.33 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2560.48 Day 53 No 88.99 <7 Days L-4 2340.73 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12971.77 Day 53 Yes 299.17 31-90 Days L-5 12783.63 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11814.32 Day 53 Yes 212.14 <7 Days L-6 12328.15 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10659.89 Day 53 No 71.85 <7 Days L-7 11184.03 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4051.41 Day 53 No 68.86 31-90 Days L-8 4145.76 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 3945.31 Day 53 No 14.14 31-90 Days L-9 3571.63 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14171.68 Day 53 Yes 393.20 31-90 Days LC-1 15475.58 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13391.19 Day 53 No 164.92 31-90 Days LC-2 12944.32 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2050.39 Day 53 No 87.91 <7 Days N-1 1879.64 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13897.00 Day 53 No 402.42 7-30 Days N-2 12929.32 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5454.50 Day 53 No 152.67 7-30 Days N-3 5447.59 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12815.07 Day 53 No 83.54 31-90 Days N-4 12291.87 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12062.31 Day 53 Yes 170.35 7-30 Days N-5 12263.54 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12609.42 Day 53 Yes 373.88 7-30 Days N-6 13709.22 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9927.75 Day 53 No 64.34 31-90 Days N-7 9543.35 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14186.32 Day 53 No 611.26 31-90 Days P-1 15586.15 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 938.59 Day 53 No 31.40 7-30 Days P-2 943.04 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15379.75 Day 53 Yes 40.30 31-90 Days S-8 15942.15 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14383.87 Day 53 No 341.39 31-90 Days Y-1 13183.03 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2414.53 Day 53 No 120.04 31-90 Days Y-2 2186.72 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12195.90 Day 53 No 241.47 <7 Days Y-3 11570.01 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 12695.58 Day 53 Yes 553.60 31-90 Days Y-4 13269.57 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13641.36 Day 53 Yes 240.59 7-30 Days Z-1 12348.06 No T+2 No Yes Liberty Capital Markets Inc. Treasury