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 17030.16 Day 12 Yes 593.16 7-30 Days A-3-Q 17059.94 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 336.28 Day 12 Yes 13.10 31-90 Days A-4-Q 341.06 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14707.55 Day 12 No 663.54 <7 Days A-5-Q 15299.61 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15780.15 Day 12 No 117.20 31-90 Days CB-1-Q 17329.78 Yes T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12957.63 Day 12 Yes 411.56 7-30 Days CB-2-Q 13114.93 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3684.48 Day 12 Yes 31.15 7-30 Days S-1-Q 3734.71 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15386.41 Day 12 Yes 371.50 <7 Days S-2-Q 15380.08 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8674.94 Day 12 Yes 172.28 31-90 Days S-3-Q 8009.53 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15097.27 Day 12 Yes 666.16 7-30 Days S-4-Q 15665.26 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9526.74 Day 12 Yes 250.90 <7 Days CB-3-Q 9399.64 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8709.99 Day 12 No 132.72 31-90 Days G-1-Q 8551.51 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14269.50 Day 12 No 709.16 31-90 Days G-2-Q 14867.40 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9577.58 Day 12 No 155.56 31-90 Days G-3-Q 8732.85 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5442.61 Day 12 No 269.69 <7 Days S-5-Q 5604.64 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16078.75 Day 12 Yes 452.21 <7 Days S-6-Q 15985.33 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13448.51 Day 12 Yes 296.61 <7 Days S-7-Q 14614.93 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4683.42 Day 12 No 16.85 31-90 Days E-1-Q 4716.61 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 9091.92 Day 12 No 112.68 7-30 Days E-2-Q 8768.32 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2600.25 Day 12 Yes 117.45 <7 Days IG-1-Q 2688.97 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13457.04 Day 12 No 36.35 31-90 Days IG-2-Q 14368.12 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6524.92 Day 12 Yes 141.34 <7 Days C-1 5953.18 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9242.78 Day 12 Yes 366.59 7-30 Days CB-4 9756.39 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15381.87 Day 12 No 657.50 31-90 Days E-10 15879.41 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13138.88 Day 12 Yes 408.68 <7 Days E-3 14392.43 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4341.45 Day 12 No 47.11 7-30 Days E-4 4772.88 No T+0 No No Trading