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 3967.44 83 - 90 Days No 107.80 31-90 Days Y-2 4358.35 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16994.07 83 - 90 Days No 142.64 7-30 Days Y-3 18074.46 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9582.15 83 - 90 Days Yes 184.29 <7 Days Y-4 9355.18 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8605.19 83 - 90 Days Yes 300.36 7-30 Days Z-1 9214.92 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11153.20 83 - 90 Days No 533.77 7-30 Days A-2 10856.51 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2328.25 83 - 90 Days Yes 23.70 <7 Days A-3 2173.73 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16635.54 83 - 90 Days Yes 599.90 7-30 Days A-4 15279.23 Yes 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 7060.58 83 - 90 Days Yes 152.57 <7 Days A-5 7381.89 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 100.08 83 - 90 Days No 3.99 31-90 Days CB-1 99.51 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1431.91 83 - 90 Days No 39.80 <7 Days CB-2 1292.18 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6221.95 83 - 90 Days Yes 157.00 7-30 Days CB-3 6502.00 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 9685.66 83 - 90 Days No 74.20 7-30 Days E-1 10349.30 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15724.95 83 - 90 Days No 273.93 <7 Days E-2 16850.56 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8156.39 83 - 90 Days Yes 241.18 <7 Days G-1 8594.25 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3281.18 83 - 90 Days Yes 11.33 <7 Days G-2 3176.00 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 367.50 83 - 90 Days Yes 8.19 7-30 Days G-3 350.02 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6363.21 83 - 90 Days Yes 176.98 7-30 Days IG-1 6939.03 Yes T+2 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 14695.80 83 - 90 Days Yes 218.38 7-30 Days IG-2 15741.73 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 16787.57 83 - 90 Days Yes 238.97 <7 Days S-1 17393.81 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7503.34 83 - 90 Days No 260.59 <7 Days S-2 6794.09 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 2736.25 83 - 90 Days No 15.92 31-90 Days S-3 2634.26 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10501.65 83 - 90 Days No 370.45 31-90 Days S-4 11093.06 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5359.46 83 - 90 Days No 104.57 31-90 Days S-5 5882.43 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4934.94 83 - 90 Days Yes 3.19 31-90 Days S-6 4528.33 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 904.78 83 - 90 Days Yes 4.16 <7 Days S-7 835.36 No T+1 Yes Yes Liberty National Bank Trading