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 Other No 9283.39 Day 5 No 305.57 <7 Days A-1-Q 9207.66 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3544.87 Day 5 Yes 97.11 <7 Days A-2-Q 3820.34 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14468.78 Day 5 Yes 257.46 7-30 Days A-3-Q 14288.42 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4660.66 Day 5 Yes 25.28 31-90 Days A-4-Q 4993.73 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9223.89 Day 5 Yes 177.68 <7 Days A-5-Q 8439.31 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10131.37 Day 5 Yes 483.97 <7 Days CB-1-Q 9206.17 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15908.48 Day 5 Yes 235.85 <7 Days CB-2-Q 14902.51 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11584.91 Day 5 No 470.24 <7 Days S-1-Q 11885.74 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 27.81 Day 5 Yes 1.34 31-90 Days S-2-Q 29.44 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7750.52 Day 5 No 5.31 <7 Days S-3-Q 7470.36 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6355.63 Day 5 No 274.81 7-30 Days S-4-Q 5942.79 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10325.64 Day 5 No 176.45 31-90 Days CB-3-Q 10092.25 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14535.92 Day 5 Yes 51.14 <7 Days G-1-Q 13150.88 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12396.40 Day 5 Yes 578.01 7-30 Days G-2-Q 13234.71 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4162.61 Day 5 Yes 96.90 31-90 Days G-3-Q 4255.00 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 504.17 Day 5 No 15.20 31-90 Days S-5-Q 494.51 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14187.00 Day 5 Yes 615.07 7-30 Days S-6-Q 14749.84 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1268.27 Day 5 Yes 21.47 <7 Days S-7-Q 1342.27 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8294.07 Day 5 Yes 256.86 <7 Days E-1-Q 8368.74 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 641.45 Day 5 Yes 26.33 <7 Days E-2-Q 643.57 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12781.86 Day 5 No 271.82 <7 Days IG-1-Q 11927.82 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 164.63 Day 5 No 0.65 <7 Days IG-2-Q 179.31 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10788.15 Day 5 Yes 430.81 <7 Days C-1 10098.90 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16489.04 Day 5 Yes 380.52 <7 Days CB-4 16742.90 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3025.45 Day 5 Yes 2.10 31-90 Days E-10 2944.11 Yes T+1 No No Securities Finance