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 10003.12 Day 18 Yes 247.84 31-90 Days A-3 10744.22 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 8278.10 Day 18 No 214.59 <7 Days A-4 8302.77 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13122.67 Day 18 No 460.99 7-30 Days A-5 12252.66 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3452.23 Day 18 Yes 59.98 <7 Days CB-1 3150.06 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4921.58 Day 18 No 131.85 31-90 Days CB-2 4827.90 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11241.45 Day 18 Yes 525.14 7-30 Days CB-3 11045.44 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6849.16 Day 18 Yes 297.12 31-90 Days E-1 6396.34 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10845.34 Day 18 Yes 514.49 <7 Days E-2 11033.09 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4466.93 Day 18 No 115.22 7-30 Days G-1 4503.05 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16954.07 Day 18 No 451.75 <7 Days G-2 15337.23 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 311.98 Day 18 Yes 5.02 7-30 Days G-3 294.57 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12523.15 Day 18 Yes 7.42 <7 Days IG-1 13687.80 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5113.32 Day 18 Yes 46.05 7-30 Days IG-2 5457.87 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7919.38 Day 18 No 383.00 7-30 Days S-1 7170.72 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3491.20 Day 18 No 105.31 7-30 Days S-2 3459.84 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11579.05 Day 18 Yes 213.97 <7 Days S-3 10680.59 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 13697.70 Day 18 Yes 481.02 7-30 Days S-4 14361.00 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16315.23 Day 18 No 75.40 <7 Days S-5 17675.75 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7488.67 Day 18 Yes 84.33 7-30 Days S-6 7365.75 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2305.41 Day 18 No 99.57 <7 Days S-7 2317.53 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8726.13 Day 19 No 348.96 31-90 Days A-0-Q 9421.39 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 5683.90 Day 19 Yes 54.27 <7 Days A-1-Q 5165.91 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15827.97 Day 19 Yes 589.42 <7 Days A-2-Q 15863.13 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5005.45 Day 19 No 48.43 31-90 Days A-3-Q 4896.64 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15826.73 Day 19 No 295.83 7-30 Days A-4-Q 17156.23 No T+2 No No Funding