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 3791.37 Day 8 Yes 129.95 <7 Days S-2-Q 3493.44 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2409.36 Day 8 Yes 100.82 <7 Days S-3-Q 2265.32 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3973.10 Day 8 No 103.26 31-90 Days S-4-Q 4281.14 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16740.26 Day 8 Yes 114.63 <7 Days CB-3-Q 18366.15 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8110.15 Day 8 Yes 383.26 7-30 Days G-1-Q 7970.90 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3257.03 Day 8 No 144.83 31-90 Days G-2-Q 3089.74 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10891.84 Day 8 No 156.11 31-90 Days G-3-Q 11967.46 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 183.79 Day 8 Yes 2.81 31-90 Days S-5-Q 186.38 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14.12 Day 8 No 0.24 7-30 Days S-6-Q 13.92 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1363.56 Day 8 No 67.29 31-90 Days S-7-Q 1418.29 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2214.38 Day 8 Yes 61.65 7-30 Days E-1-Q 2012.16 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8895.35 Day 8 No 409.72 <7 Days E-2-Q 8172.36 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3537.25 Day 8 Yes 86.48 7-30 Days IG-1-Q 3655.47 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10339.89 Day 8 Yes 451.48 <7 Days IG-2-Q 10121.69 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5889.03 Day 8 No 34.51 <7 Days C-1 6395.60 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5473.02 Day 8 Yes 106.49 31-90 Days CB-4 5881.59 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15223.43 Day 8 Yes 336.84 7-30 Days E-10 16033.99 Yes 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 16474.88 Day 8 No 69.02 <7 Days E-3 17907.83 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5513.89 Day 8 No 205.47 <7 Days E-4 5621.76 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 332.19 Day 8 No 6.86 <7 Days E-5 299.18 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2003.57 Day 8 No 62.71 31-90 Days E-6 2100.11 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14290.41 Day 8 Yes 218.95 <7 Days E-7 13344.74 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 674.24 Day 8 No 26.25 31-90 Days E-8 715.78 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16280.84 Day 8 No 242.20 7-30 Days E-9 15335.89 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4625.06 Day 8 Yes 48.38 31-90 Days G-4 4672.98 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding