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 Yes 10806.01 Day 8 Yes 276.12 <7 Days N-7 11649.11 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17045.85 Day 8 No 833.00 <7 Days P-1 15762.31 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4217.32 Day 8 Yes 162.34 31-90 Days P-2 3809.75 No T+1 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 592.31 Day 8 No 13.46 <7 Days S-8 539.01 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16288.59 Day 8 Yes 99.86 7-30 Days Y-1 16309.53 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5356.44 Day 8 No 98.05 7-30 Days Y-2 4943.68 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4289.85 Day 8 No 40.25 7-30 Days Y-3 4272.56 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7937.22 Day 8 Yes 159.86 7-30 Days Y-4 7456.08 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5603.48 Day 8 No 149.50 7-30 Days Z-1 5644.64 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3211.11 Day 8 No 128.15 <7 Days A-2 3058.70 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9772.08 Day 8 No 410.54 31-90 Days A-3 9082.69 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12410.91 Day 8 No 583.80 <7 Days A-4 12398.95 No T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15597.14 Day 8 No 549.10 7-30 Days A-5 16330.60 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 16350.55 Day 8 Yes 729.29 31-90 Days CB-1 17079.65 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1030.57 Day 8 Yes 15.25 <7 Days CB-2 1052.26 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12609.98 Day 8 No 604.24 7-30 Days CB-3 11537.13 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10299.55 Day 8 Yes 137.45 7-30 Days E-1 10190.81 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2691.15 Day 8 No 57.43 <7 Days E-2 2741.70 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7211.23 Day 8 Yes 349.73 7-30 Days G-1 7751.08 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 5127.16 Day 8 No 223.40 <7 Days G-2 5066.56 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12753.21 Day 8 Yes 200.51 7-30 Days G-3 11630.49 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1494.86 Day 8 Yes 54.75 <7 Days IG-1 1498.95 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3789.76 Day 8 No 185.77 <7 Days IG-2 3655.04 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9404.38 Day 8 No 153.97 7-30 Days S-1 8658.36 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3366.51 Day 8 Yes 135.59 31-90 Days S-2 3066.26 Yes T+1 No No Treasury