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 794.74 Day 5 Yes 33.68 31-90 Days LC-1 725.88 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14006.54 Day 5 No 117.41 7-30 Days LC-2 13201.39 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8183.06 Day 5 Yes 102.99 31-90 Days N-1 8567.93 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11935.13 Day 5 No 74.05 31-90 Days N-2 13099.17 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6850.77 Day 5 Yes 38.36 7-30 Days N-3 6931.05 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14262.15 Day 5 No 130.21 31-90 Days N-4 14863.09 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14417.35 Day 5 Yes 303.79 31-90 Days N-5 14435.59 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14347.32 Day 5 Yes 98.86 <7 Days N-6 14756.44 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8347.34 Day 5 Yes 283.16 <7 Days N-7 7714.77 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4219.23 Day 5 No 41.06 <7 Days P-1 4578.96 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12794.94 Day 5 Yes 336.60 <7 Days P-2 12476.16 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11098.89 Day 5 No 516.23 31-90 Days S-8 11078.25 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1705.53 Day 5 No 11.99 31-90 Days Y-1 1865.63 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 2009.36 Day 5 Yes 61.10 31-90 Days Y-2 2125.23 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1114.27 Day 5 Yes 14.28 31-90 Days Y-3 1027.91 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11959.01 Day 5 Yes 286.16 <7 Days Y-4 12419.90 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10495.14 Day 5 Yes 163.42 <7 Days Z-1 10408.94 No T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16114.98 Day 5 Yes 256.38 7-30 Days A-2 16963.28 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7784.13 Day 5 No 251.91 <7 Days A-3 7672.82 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15840.36 Day 5 Yes 111.32 <7 Days A-4 16727.01 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1726.71 Day 5 Yes 60.72 7-30 Days A-5 1885.34 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6879.41 Day 5 Yes 43.88 7-30 Days CB-1 7544.76 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12673.49 Day 5 Yes 361.68 <7 Days CB-2 11999.33 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7718.74 Day 5 No 225.40 <7 Days CB-3 8325.32 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2494.49 Day 5 Yes 17.18 <7 Days E-1 2663.17 No T+2 Yes Yes Liberty Wealth Management LLC Funding