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 1276.65 Day 59 No 10.51 7-30 Days S-3 1205.92 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6287.07 Day 59 Yes 298.06 31-90 Days S-4 6514.00 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9907.64 Day 59 Yes 408.67 <7 Days S-5 9929.60 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12794.70 Day 59 Yes 548.26 <7 Days S-6 12908.14 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13681.00 Day 59 No 321.55 <7 Days S-7 12490.52 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16648.90 Day 60 No 34.36 7-30 Days A-0-Q 17848.59 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 Yes 16263.63 Day 60 No 119.32 31-90 Days A-1-Q 15080.78 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 12850.19 Day 60 Yes 398.61 7-30 Days A-2-Q 14095.95 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3612.95 Day 60 No 52.90 <7 Days A-3-Q 3490.05 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13654.94 Day 60 Yes 483.57 <7 Days A-4-Q 13120.73 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13493.44 Day 60 Yes 576.18 7-30 Days A-5-Q 14415.56 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16043.64 Day 60 No 54.24 <7 Days CB-1-Q 15222.32 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13936.94 Day 60 Yes 372.04 7-30 Days CB-2-Q 13217.12 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4400.63 Day 60 Yes 131.64 31-90 Days S-1-Q 4128.11 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4685.59 Day 60 No 225.99 7-30 Days S-2-Q 4547.61 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 No 7301.17 Day 60 No 243.96 31-90 Days S-3-Q 7987.85 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8358.54 Day 60 No 154.53 7-30 Days S-4-Q 7980.69 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6452.69 Day 60 No 300.29 <7 Days CB-3-Q 6977.62 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16210.05 Day 60 No 626.28 <7 Days G-1-Q 17636.22 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 6924.85 Day 60 Yes 6.85 31-90 Days G-2-Q 7322.34 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5815.52 Day 60 Yes 84.87 7-30 Days G-3-Q 5813.73 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 10846.51 Day 60 No 24.44 7-30 Days S-5-Q 9798.53 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15444.77 Day 60 Yes 449.14 31-90 Days S-6-Q 14292.38 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4942.10 Day 60 No 230.69 31-90 Days S-7-Q 4565.14 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16803.58 Day 60 No 814.79 <7 Days E-1-Q 16848.98 No T+1 No Yes Liberty Capital Markets Inc. Funding