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 153.25 Day 15 Yes 0.02 31-90 Days P-2 152.54 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 479.98 Day 15 Yes 15.92 31-90 Days S-8 471.43 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6995.04 Day 15 No 339.21 <7 Days Y-1 6488.27 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2599.15 Day 15 Yes 64.85 <7 Days Y-2 2661.31 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6682.40 Day 15 Yes 250.89 <7 Days Y-3 7315.66 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16464.89 Day 15 Yes 410.35 31-90 Days Y-4 16010.50 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14838.21 Day 15 No 572.91 7-30 Days Z-1 15673.25 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5881.87 Day 15 Yes 104.75 <7 Days A-2 6106.34 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9948.02 Day 15 Yes 342.46 7-30 Days A-3 10913.82 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 726.09 Day 15 No 23.68 31-90 Days A-4 776.12 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 806.01 Day 15 No 17.09 31-90 Days A-5 824.34 No T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 686.55 Day 15 Yes 31.33 31-90 Days CB-1 743.32 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5084.48 Day 15 No 14.77 <7 Days CB-2 4678.89 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2799.60 Day 15 No 99.38 7-30 Days CB-3 2525.33 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15287.84 Day 15 Yes 155.85 31-90 Days E-1 13893.43 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12780.07 Day 15 Yes 625.42 31-90 Days E-2 11750.18 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6426.94 Day 15 No 121.96 7-30 Days G-1 6510.48 Yes 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 13427.17 Day 15 Yes 2.26 7-30 Days G-2 14302.16 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1385.37 Day 15 No 17.66 31-90 Days G-3 1470.66 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6130.71 Day 15 Yes 41.47 <7 Days IG-1 6573.77 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 6183.42 Day 15 No 164.13 7-30 Days IG-2 6047.74 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1252.36 Day 15 Yes 54.58 7-30 Days S-1 1128.42 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9637.67 Day 15 No 186.79 7-30 Days S-2 10248.88 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16821.17 Day 15 Yes 426.85 <7 Days S-3 16645.66 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15492.69 Day 15 No 259.23 <7 Days S-4 15842.78 No T+0 Yes No Treasury