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 12206.99 Day 17 Yes 431.20 <7 Days G-4 11189.66 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9413.53 Day 17 Yes 272.32 <7 Days IG-3 9988.38 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14382.70 Day 17 No 625.68 7-30 Days IG-4 14033.87 No T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4557.20 Day 17 Yes 199.39 31-90 Days IG-5 4786.04 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 14088.74 Day 17 Yes 691.29 31-90 Days IG-6 15403.08 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15053.15 Day 17 No 500.44 <7 Days IG-7 13867.27 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4426.60 Day 17 No 35.15 31-90 Days IG-8 4864.88 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13452.17 Day 17 Yes 94.22 7-30 Days L-1 14248.86 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2681.75 Day 17 Yes 123.29 <7 Days L-10 2916.64 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12468.74 Day 17 Yes 454.33 31-90 Days L-11 12695.58 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8157.87 Day 17 No 299.09 <7 Days L-2 8717.69 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7595.40 Day 17 Yes 266.94 <7 Days L-3 8301.00 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13030.67 Day 17 No 7.50 7-30 Days L-4 14185.34 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4727.73 Day 17 No 205.61 <7 Days L-5 4435.96 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5136.19 Day 17 No 98.90 7-30 Days L-6 5646.14 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5291.47 Day 17 No 154.77 7-30 Days L-7 4768.04 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4612.06 Day 17 No 77.22 31-90 Days L-8 4410.12 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13451.81 Day 17 Yes 503.22 7-30 Days L-9 12303.40 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12171.43 Day 17 No 437.91 31-90 Days LC-1 12189.63 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7081.06 Day 17 Yes 273.73 31-90 Days LC-2 7475.93 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4735.93 Day 17 No 229.63 7-30 Days N-1 4591.89 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 15468.10 Day 17 Yes 83.71 <7 Days N-2 16694.72 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2868.04 Day 17 No 65.01 <7 Days N-3 2919.49 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5009.09 Day 17 Yes 249.14 31-90 Days N-4 5341.48 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3293.38 Day 17 Yes 102.67 7-30 Days N-5 3403.24 No T+2 No Yes Liberty National Bank Trading