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 860.56 Day 16 Yes 4.76 31-90 Days L-6 823.00 Yes T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11926.19 Day 16 No 413.91 <7 Days L-7 11145.68 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 629.48 Day 16 Yes 16.61 7-30 Days L-8 611.88 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3251.22 Day 16 No 107.90 7-30 Days L-9 3010.18 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9198.00 Day 16 No 78.99 7-30 Days LC-1 8499.15 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16645.70 Day 16 Yes 53.14 <7 Days LC-2 15375.86 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6289.23 Day 16 Yes 185.48 <7 Days N-1 6462.37 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15281.85 Day 16 No 720.15 <7 Days N-2 14051.81 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14206.45 Day 16 Yes 285.94 31-90 Days N-3 13655.37 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 12967.73 Day 16 Yes 65.33 7-30 Days N-4 12712.78 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15057.22 Day 16 No 692.15 7-30 Days N-5 14251.55 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1394.13 Day 16 No 58.42 7-30 Days N-6 1392.82 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9015.22 Day 16 Yes 134.52 <7 Days N-7 8388.00 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 No 2637.57 Day 16 No 26.94 7-30 Days P-1 2769.43 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7034.18 Day 16 No 344.79 31-90 Days P-2 7484.70 No T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11271.24 Day 16 No 115.35 31-90 Days S-8 11501.31 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16145.85 Day 16 Yes 604.21 31-90 Days Y-1 15030.00 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3830.42 Day 16 No 145.71 <7 Days Y-2 3477.14 Yes T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12070.28 Day 16 Yes 300.67 <7 Days Y-3 11189.68 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4430.94 Day 16 No 17.23 31-90 Days Y-4 4066.52 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16400.92 Day 16 No 481.06 7-30 Days Z-1 15686.83 No T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8509.58 Day 16 No 205.49 31-90 Days A-2 8343.50 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12958.67 Day 16 Yes 38.06 31-90 Days A-3 12557.12 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1697.99 Day 16 No 57.98 <7 Days A-4 1694.42 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7767.76 Day 16 No 167.61 7-30 Days A-5 7792.04 No T+1 No Yes Liberty National Bank Funding