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 671.51 >4 Yr <= 5 Yr No 2.68 31-90 Days S-7 616.26 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14140.96 >5 Yr No 435.31 7-30 Days A-0-Q 13605.78 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8283.76 >5 Yr Yes 364.41 31-90 Days A-1-Q 8121.47 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8869.37 >5 Yr No 26.46 7-30 Days A-2-Q 8112.16 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 2373.10 >5 Yr No 69.30 7-30 Days A-3-Q 2540.16 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8609.95 >5 Yr No 163.27 <7 Days A-4-Q 9452.24 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 6666.82 >5 Yr Yes 150.44 31-90 Days A-5-Q 6433.90 Yes 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 6593.09 >5 Yr Yes 47.40 <7 Days CB-1-Q 6953.03 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 11451.97 >5 Yr Yes 379.08 7-30 Days CB-2-Q 11062.73 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9883.89 >5 Yr Yes 96.69 7-30 Days S-1-Q 9460.32 No T+1 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 14606.89 >5 Yr Yes 332.89 31-90 Days S-2-Q 15332.73 Yes 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 6357.84 >5 Yr Yes 198.91 31-90 Days S-3-Q 6952.58 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16695.40 >5 Yr Yes 631.31 31-90 Days S-4-Q 17486.30 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16387.96 >5 Yr No 210.75 <7 Days CB-3-Q 17867.87 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7443.33 >5 Yr No 218.01 31-90 Days G-1-Q 7856.74 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2600.09 >5 Yr No 93.67 7-30 Days G-2-Q 2433.55 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 1866.06 >5 Yr Yes 67.70 31-90 Days G-3-Q 2024.99 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8488.69 >5 Yr Yes 327.96 31-90 Days S-5-Q 8931.93 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4086.91 >5 Yr Yes 32.59 <7 Days S-6-Q 4388.77 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2494.37 >5 Yr Yes 13.48 7-30 Days S-7-Q 2604.37 Yes T+0 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 3626.75 >5 Yr No 68.34 31-90 Days E-1-Q 3567.37 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 17019.33 >5 Yr Yes 547.55 31-90 Days E-2-Q 18271.89 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 7122.47 >5 Yr No 57.20 31-90 Days IG-1-Q 6495.27 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16970.69 >5 Yr No 836.22 7-30 Days IG-2-Q 16571.71 No T+1 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 952.38 >5 Yr Yes 43.43 31-90 Days C-1 1022.55 No T+1 Yes No Treasury