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 No 5660.22 Day 56 No 75.48 7-30 Days LC-1 6134.09 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 12750.30 Day 56 Yes 567.39 <7 Days LC-2 11523.64 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 220.43 Day 56 Yes 10.25 <7 Days N-1 221.21 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2346.84 Day 56 Yes 35.08 7-30 Days N-2 2509.53 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2799.08 Day 56 No 7.61 7-30 Days N-3 2915.58 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 6838.87 Day 56 No 233.63 <7 Days N-4 6901.46 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1014.94 Day 56 No 48.11 <7 Days N-5 934.25 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4305.24 Day 56 Yes 71.72 <7 Days N-6 4235.74 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8343.80 Day 56 No 240.50 <7 Days N-7 9094.91 No T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13094.38 Day 56 Yes 346.29 31-90 Days P-1 12888.64 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4547.67 Day 56 Yes 224.07 31-90 Days P-2 4355.94 Yes 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 5718.65 Day 56 No 174.06 7-30 Days S-8 5340.73 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 11358.98 Day 56 Yes 561.85 7-30 Days Y-1 11937.55 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14087.18 Day 56 Yes 297.80 7-30 Days Y-2 15217.10 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 3104.48 Day 56 Yes 133.30 31-90 Days Y-3 2912.33 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13075.79 Day 56 No 94.40 31-90 Days Y-4 13293.98 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14114.06 Day 56 No 205.15 <7 Days Z-1 15135.85 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1691.51 Day 56 No 20.38 31-90 Days A-2 1818.77 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6127.33 Day 56 No 226.39 7-30 Days A-3 5600.11 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13512.18 Day 56 No 367.57 <7 Days A-4 14818.02 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9893.27 Day 56 Yes 396.36 7-30 Days A-5 10213.68 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16548.86 Day 56 Yes 453.70 31-90 Days CB-1 17654.36 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 6864.82 Day 56 No 259.03 <7 Days CB-2 6718.33 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 9151.26 Day 56 No 126.04 <7 Days CB-3 9529.50 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9187.14 Day 56 Yes 14.72 31-90 Days E-1 9828.09 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance