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 9937.83 Day 56 No 178.28 7-30 Days A-1-Q 10411.53 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12600.50 Day 56 Yes 313.22 7-30 Days A-2-Q 11386.80 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3009.22 Day 56 Yes 51.38 31-90 Days A-3-Q 2729.16 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 8673.24 Day 56 No 295.33 <7 Days A-4-Q 8523.76 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 3274.58 Day 56 No 9.32 31-90 Days A-5-Q 3073.66 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 937.56 Day 56 No 41.94 7-30 Days CB-1-Q 858.18 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 7522.03 Day 56 Yes 329.44 <7 Days CB-2-Q 7120.10 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9411.16 Day 56 No 386.36 31-90 Days S-1-Q 8672.87 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9389.55 Day 56 Yes 40.17 7-30 Days S-2-Q 9011.07 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11463.07 Day 56 No 119.53 7-30 Days S-3-Q 11635.19 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13105.80 Day 56 Yes 494.95 7-30 Days S-4-Q 13223.53 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 7150.45 Day 56 No 322.11 <7 Days CB-3-Q 6735.43 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8628.15 Day 56 Yes 358.41 <7 Days G-1-Q 7840.89 Yes T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12965.13 Day 56 Yes 188.15 31-90 Days G-2-Q 11903.83 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 7608.33 Day 56 No 282.58 31-90 Days G-3-Q 7880.87 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3020.59 Day 56 Yes 95.50 31-90 Days S-5-Q 2719.28 No T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8197.82 Day 56 Yes 27.40 <7 Days S-6-Q 8203.28 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6949.62 Day 56 Yes 115.66 7-30 Days S-7-Q 6456.62 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4220.14 Day 56 Yes 73.41 31-90 Days E-1-Q 4161.49 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3923.08 Day 56 No 149.46 7-30 Days E-2-Q 4057.16 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 2589.94 Day 56 No 62.07 7-30 Days IG-1-Q 2611.88 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12946.01 Day 56 No 132.45 31-90 Days IG-2-Q 12778.93 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16653.54 Day 56 No 800.65 <7 Days C-1 16326.78 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 2537.34 Day 56 Yes 122.68 <7 Days CB-4 2374.65 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1805.24 Day 56 No 66.69 31-90 Days E-10 1867.69 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance