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 9308.09 271 - 364 Days No 63.55 <7 Days L-3 9026.83 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 12656.25 271 - 364 Days Yes 372.67 7-30 Days L-4 11774.33 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14790.01 271 - 364 Days No 153.15 31-90 Days L-5 14944.09 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14136.28 271 - 364 Days Yes 50.45 31-90 Days L-6 13906.73 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7551.79 271 - 364 Days Yes 85.32 31-90 Days L-7 7756.98 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 5800.63 271 - 364 Days Yes 143.19 31-90 Days L-8 5903.77 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10636.68 271 - 364 Days Yes 223.43 <7 Days L-9 10279.39 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15802.90 271 - 364 Days Yes 610.04 31-90 Days LC-1 15217.17 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 848.68 271 - 364 Days Yes 21.29 7-30 Days LC-2 835.38 Yes 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 497.91 271 - 364 Days Yes 10.99 <7 Days N-1 536.36 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4543.39 271 - 364 Days Yes 187.95 7-30 Days N-2 4513.82 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14693.34 271 - 364 Days Yes 204.42 31-90 Days N-3 15791.00 No 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 11113.16 271 - 364 Days Yes 461.90 31-90 Days N-4 11712.80 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15571.61 271 - 364 Days Yes 408.58 31-90 Days N-5 16033.92 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 3270.97 271 - 364 Days No 35.52 <7 Days N-6 2963.54 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 15017.83 271 - 364 Days No 339.12 31-90 Days N-7 13769.77 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13121.54 271 - 364 Days Yes 443.27 31-90 Days P-1 13759.45 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 5350.94 271 - 364 Days No 12.57 <7 Days P-2 5755.60 Yes 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 No 8598.89 271 - 364 Days No 44.00 31-90 Days S-8 7984.77 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 15217.39 271 - 364 Days No 475.53 31-90 Days Y-1 15083.56 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9513.02 271 - 364 Days Yes 156.44 <7 Days Y-2 9167.19 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 12516.95 271 - 364 Days No 424.21 31-90 Days Y-3 11805.43 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 No 13724.77 271 - 364 Days Yes 683.28 <7 Days Y-4 12790.41 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 9003.51 271 - 364 Days No 36.98 31-90 Days Z-1 9315.98 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 6698.20 271 - 364 Days Yes 285.06 <7 Days A-2 7357.42 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading