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 16720.32 Day 14 Yes 531.15 31-90 Days E-10 17539.06 No T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5960.73 Day 14 No 57.40 7-30 Days E-3 6235.31 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 61.61 Day 14 No 1.59 <7 Days E-4 56.61 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17068.01 Day 14 No 113.19 31-90 Days E-5 17500.06 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 63.98 Day 14 No 0.23 31-90 Days E-6 67.28 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3162.23 Day 14 Yes 119.53 <7 Days E-7 3430.45 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16130.21 Day 14 No 592.20 7-30 Days E-8 17647.81 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10173.59 Day 14 Yes 469.90 31-90 Days E-9 10506.70 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13342.38 Day 14 Yes 506.21 7-30 Days G-4 13823.73 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4929.68 Day 14 No 93.75 7-30 Days IG-3 4504.45 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12584.68 Day 14 Yes 186.35 <7 Days IG-4 12200.48 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1222.50 Day 14 Yes 52.92 7-30 Days IG-5 1180.32 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12448.92 Day 14 No 509.87 <7 Days IG-6 12874.95 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6652.37 Day 14 No 257.97 <7 Days IG-7 6768.89 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7324.66 Day 14 No 141.74 <7 Days IG-8 7548.59 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12837.63 Day 14 No 419.54 31-90 Days L-1 13458.16 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16050.80 Day 14 Yes 737.87 <7 Days L-10 16347.02 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 693.41 Day 14 No 33.22 7-30 Days L-11 641.49 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9310.06 Day 14 No 293.88 <7 Days L-2 9327.95 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2389.52 Day 14 No 82.31 31-90 Days L-3 2266.34 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3972.99 Day 14 Yes 28.14 7-30 Days L-4 3817.73 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13392.23 Day 14 No 342.26 31-90 Days L-5 13292.75 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11198.01 Day 14 Yes 364.58 31-90 Days L-6 10860.11 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4358.40 Day 14 Yes 52.22 7-30 Days L-7 4420.57 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5810.08 Day 14 Yes 241.89 31-90 Days L-8 6331.73 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding