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 15117.61 Day 11 No 675.20 7-30 Days S-6-Q 14282.33 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4644.62 Day 11 Yes 152.37 7-30 Days S-7-Q 4617.88 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11376.82 Day 11 Yes 313.49 31-90 Days E-1-Q 10583.88 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4695.19 Day 11 Yes 97.27 <7 Days E-2-Q 4895.36 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10175.48 Day 11 No 63.32 7-30 Days IG-1-Q 10958.18 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9740.17 Day 11 No 248.09 <7 Days IG-2-Q 9285.31 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12785.44 Day 11 Yes 535.03 <7 Days C-1 13824.91 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6431.11 Day 11 No 149.90 <7 Days CB-4 6884.54 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9410.68 Day 11 Yes 381.17 7-30 Days E-10 9806.88 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14883.87 Day 11 Yes 394.60 <7 Days E-3 15369.62 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9639.88 Day 11 No 63.24 31-90 Days E-4 9543.26 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5998.56 Day 11 No 58.06 31-90 Days E-5 6433.09 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12921.40 Day 11 No 86.65 31-90 Days E-6 12926.33 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16988.48 Day 11 Yes 722.96 <7 Days E-7 18568.46 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3924.44 Day 11 Yes 126.86 31-90 Days E-8 4143.23 No T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2300.93 Day 11 Yes 29.92 7-30 Days E-9 2369.66 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11425.65 Day 11 No 189.77 31-90 Days G-4 10966.08 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7739.54 Day 11 Yes 302.01 7-30 Days IG-3 8431.80 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13217.37 Day 11 Yes 292.46 <7 Days IG-4 13889.74 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13115.29 Day 11 No 109.55 <7 Days IG-5 13723.74 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6778.60 Day 11 No 87.05 7-30 Days IG-6 7013.00 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2617.73 Day 11 No 98.90 31-90 Days IG-7 2655.50 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6422.24 Day 11 Yes 28.74 <7 Days IG-8 5845.07 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 918.51 Day 11 Yes 9.89 7-30 Days L-1 908.90 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7735.26 Day 11 Yes 307.13 7-30 Days L-10 8271.73 Yes T+1 No Yes Liberty National Bank Treasury