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 5647.24 180 - 270 Days No 89.26 <7 Days S-2 5704.11 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16614.78 180 - 270 Days No 452.92 7-30 Days S-3 17011.64 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10127.34 180 - 270 Days Yes 439.58 <7 Days S-4 10268.74 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8631.34 180 - 270 Days Yes 192.41 31-90 Days S-5 8565.23 Yes 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 12854.84 180 - 270 Days Yes 272.36 31-90 Days S-6 12444.48 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1109.04 180 - 270 Days Yes 38.65 31-90 Days S-7 1063.92 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9925.67 271 - 364 Days Yes 119.06 <7 Days A-0-Q 10379.82 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 11598.22 271 - 364 Days No 516.22 <7 Days A-1-Q 11422.28 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14786.57 271 - 364 Days No 285.65 7-30 Days A-2-Q 15902.89 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 4951.33 271 - 364 Days No 3.69 31-90 Days A-3-Q 5127.62 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16367.99 271 - 364 Days Yes 500.29 <7 Days A-4-Q 16655.95 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4754.50 271 - 364 Days Yes 105.84 <7 Days A-5-Q 5203.49 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 6117.02 271 - 364 Days No 297.98 7-30 Days CB-1-Q 6728.36 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14464.85 271 - 364 Days Yes 169.75 31-90 Days CB-2-Q 13571.85 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11923.80 271 - 364 Days No 279.08 <7 Days S-1-Q 12010.09 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 2415.72 271 - 364 Days Yes 5.00 <7 Days S-2-Q 2395.87 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15446.54 271 - 364 Days Yes 619.31 7-30 Days S-3-Q 14995.16 No 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 8165.31 271 - 364 Days No 392.65 7-30 Days S-4-Q 7451.79 No 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 10833.72 271 - 364 Days Yes 14.01 7-30 Days CB-3-Q 10863.78 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 10427.06 271 - 364 Days Yes 282.64 31-90 Days G-1-Q 10318.57 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4857.68 271 - 364 Days No 215.71 31-90 Days G-2-Q 4788.71 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13640.03 271 - 364 Days No 420.37 7-30 Days G-3-Q 12800.71 No 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 14409.18 271 - 364 Days Yes 233.38 31-90 Days S-5-Q 14505.74 No 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 11447.18 271 - 364 Days No 470.48 31-90 Days S-6-Q 11034.35 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 Yes 6175.08 271 - 364 Days No 75.27 31-90 Days S-7-Q 5749.44 No T+1 Yes No Securities Finance