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 1344.58 Day 15 No 11.31 <7 Days IG-5 1229.08 Yes T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10206.41 Day 15 Yes 432.71 31-90 Days IG-6 9268.40 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9922.92 Day 15 Yes 429.09 7-30 Days IG-7 9410.80 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8908.24 Day 15 Yes 270.99 <7 Days IG-8 9478.95 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 291.07 Day 15 Yes 3.87 31-90 Days L-1 284.82 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6853.42 Day 15 Yes 183.14 31-90 Days L-10 6649.37 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6392.28 Day 15 No 26.79 <7 Days L-11 6715.49 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10831.19 Day 15 No 444.21 7-30 Days L-2 9993.30 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17003.92 Day 15 No 417.05 31-90 Days L-3 18337.44 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5855.24 Day 15 No 7.42 7-30 Days L-4 5894.32 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8231.75 Day 15 No 392.76 7-30 Days L-5 8637.43 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11870.82 Day 15 No 585.27 7-30 Days L-6 13041.71 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15394.63 Day 15 Yes 74.21 7-30 Days L-7 16646.63 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9616.92 Day 15 Yes 462.33 31-90 Days L-8 8930.07 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1932.38 Day 15 Yes 49.00 31-90 Days L-9 1911.36 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9528.76 Day 15 Yes 137.35 7-30 Days LC-1 8651.29 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15493.53 Day 15 No 16.83 31-90 Days LC-2 16003.42 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14921.59 Day 15 No 81.09 <7 Days N-1 15342.40 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6450.96 Day 15 No 106.52 7-30 Days N-2 6810.53 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 91.57 Day 15 No 1.02 <7 Days N-3 90.07 No T+2 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3571.12 Day 15 Yes 95.81 7-30 Days N-4 3775.87 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10145.05 Day 15 Yes 361.94 31-90 Days N-5 10175.57 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15074.77 Day 15 Yes 215.34 7-30 Days N-6 15957.81 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2355.17 Day 15 No 84.94 7-30 Days N-7 2489.24 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2850.35 Day 15 No 112.55 31-90 Days P-1 2742.51 No T+0 Yes No Treasury