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 11980.75 Day 13 Yes 578.77 <7 Days G-2-Q 11937.66 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10573.26 Day 13 No 362.09 <7 Days G-3-Q 11001.81 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9626.33 Day 13 No 463.72 7-30 Days S-5-Q 10013.09 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1426.11 Day 13 No 44.16 31-90 Days S-6-Q 1396.70 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2450.52 Day 13 Yes 78.91 7-30 Days S-7-Q 2427.32 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4279.94 Day 13 No 13.24 31-90 Days E-1-Q 4680.97 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12116.40 Day 13 No 76.96 <7 Days E-2-Q 13035.32 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5023.68 Day 13 No 111.42 31-90 Days IG-1-Q 5229.20 Yes T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13519.63 Day 13 No 502.67 <7 Days IG-2-Q 12897.79 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17102.27 Day 13 No 149.30 31-90 Days C-1 15948.71 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9307.18 Day 13 No 419.20 7-30 Days CB-4 9732.03 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8591.88 Day 13 No 277.42 31-90 Days E-10 8761.69 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15503.89 Day 13 No 114.73 <7 Days E-3 16692.68 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6917.89 Day 13 No 84.13 7-30 Days E-4 6835.26 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 No 7335.45 Day 13 No 283.24 7-30 Days E-5 7003.71 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3851.14 Day 13 No 34.25 31-90 Days E-6 3941.44 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 565.37 Day 13 Yes 18.27 <7 Days E-7 614.70 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9335.53 Day 13 Yes 240.49 7-30 Days E-8 9176.35 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3388.10 Day 13 Yes 114.36 7-30 Days E-9 3378.93 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6911.43 Day 13 Yes 339.82 <7 Days G-4 6732.68 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8220.70 Day 13 No 145.71 <7 Days IG-3 8065.16 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 6593.87 Day 13 No 281.68 <7 Days IG-4 6979.91 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 216.13 Day 13 No 10.55 <7 Days IG-5 197.99 No T+1 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4307.29 Day 13 Yes 97.08 31-90 Days IG-6 4427.73 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15496.01 Day 13 Yes 518.32 <7 Days IG-7 15873.84 No T+1 Yes No Treasury