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 15549.36 Day 13 No 691.30 <7 Days IG-8 14028.15 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14085.55 Day 13 Yes 310.51 7-30 Days L-1 15017.31 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11149.61 Day 13 Yes 458.57 <7 Days L-10 12075.25 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15277.85 Day 13 No 646.42 31-90 Days L-11 14398.02 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7766.63 Day 13 Yes 365.81 31-90 Days L-2 8248.84 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9736.32 Day 13 No 97.94 <7 Days L-3 8864.36 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9283.43 Day 13 No 289.47 <7 Days L-4 8844.35 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8681.57 Day 13 Yes 364.40 <7 Days L-5 8043.98 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10608.04 Day 13 No 59.87 <7 Days L-6 9631.78 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4944.89 Day 13 Yes 209.20 7-30 Days L-7 5312.15 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12001.25 Day 13 Yes 425.15 <7 Days L-8 11027.78 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7500.43 Day 13 No 336.71 7-30 Days L-9 7545.08 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16773.25 Day 13 Yes 812.65 7-30 Days LC-1 15870.11 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5146.44 Day 13 Yes 89.23 <7 Days LC-2 4723.15 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10558.31 Day 13 No 106.87 7-30 Days N-1 11492.80 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5457.59 Day 13 Yes 248.32 7-30 Days N-2 5708.09 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13535.76 Day 13 Yes 388.64 7-30 Days N-3 13753.95 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14963.17 Day 13 No 230.69 31-90 Days N-4 13905.09 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8303.83 Day 13 Yes 393.10 31-90 Days N-5 8022.00 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7145.92 Day 13 Yes 245.31 31-90 Days N-6 7609.75 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8420.19 Day 13 No 137.36 31-90 Days N-7 8831.34 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10492.31 Day 13 Yes 326.26 7-30 Days P-1 10621.46 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6138.90 Day 13 No 269.32 7-30 Days P-2 6639.81 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8906.46 Day 13 No 188.14 <7 Days S-8 8884.27 Yes T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 61.82 Day 13 Yes 2.81 7-30 Days Y-1 57.74 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading