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 341.82 Day 11 Yes 2.86 7-30 Days Z-1 313.05 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3233.67 Day 11 No 91.53 31-90 Days A-2 3094.55 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3316.25 Day 11 No 161.28 7-30 Days A-3 3466.40 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8288.09 Day 11 Yes 146.16 31-90 Days A-4 7947.78 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9005.45 Day 11 No 373.57 <7 Days A-5 8529.71 No T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3459.95 Day 11 Yes 90.35 <7 Days CB-1 3241.11 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7205.30 Day 11 Yes 333.50 <7 Days CB-2 7916.03 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9009.07 Day 11 Yes 431.19 31-90 Days CB-3 9263.10 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16551.52 Day 11 No 194.00 <7 Days E-1 16353.71 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4251.74 Day 11 Yes 127.23 31-90 Days E-2 4340.02 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5056.98 Day 11 No 18.33 <7 Days G-1 4816.06 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15935.03 Day 11 No 471.46 7-30 Days G-2 17003.08 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16429.93 Day 11 Yes 119.11 <7 Days G-3 17968.88 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10037.07 Day 11 Yes 403.75 <7 Days IG-1 9085.74 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1771.93 Day 11 No 82.56 <7 Days IG-2 1725.54 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14862.51 Day 11 No 289.54 7-30 Days S-1 13587.19 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 6765.51 Day 11 No 316.73 7-30 Days S-2 6755.23 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 10711.70 Day 11 Yes 342.54 31-90 Days S-3 9722.01 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11687.75 Day 11 Yes 115.48 31-90 Days S-4 11350.49 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5942.67 Day 11 No 14.41 7-30 Days S-5 5734.68 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4084.06 Day 11 No 96.73 31-90 Days S-6 4244.06 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3328.60 Day 11 Yes 110.47 7-30 Days S-7 3538.26 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9328.36 Day 12 No 272.30 <7 Days A-0-Q 9144.88 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9819.67 Day 12 Yes 80.53 7-30 Days A-1-Q 10094.29 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14619.01 Day 12 No 520.06 7-30 Days A-2-Q 15135.77 No T+1 No Yes Liberty National Bank Funding