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 11364.03 Day 19 No 166.55 7-30 Days A-5-Q 10332.14 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9018.63 Day 19 Yes 449.69 <7 Days CB-1-Q 9150.32 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15047.54 Day 19 Yes 191.45 <7 Days CB-2-Q 15987.04 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 5921.58 Day 19 Yes 19.91 <7 Days S-1-Q 6142.60 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2647.85 Day 19 No 13.75 31-90 Days S-2-Q 2645.86 Yes T+0 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5705.43 Day 19 No 198.82 7-30 Days S-3-Q 6114.75 Yes T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16297.49 Day 19 No 110.31 31-90 Days S-4-Q 17581.49 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16206.22 Day 19 Yes 62.30 7-30 Days CB-3-Q 17753.19 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8538.37 Day 19 Yes 360.11 31-90 Days G-1-Q 8106.02 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12334.66 Day 19 Yes 75.29 31-90 Days G-2-Q 12333.93 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13186.89 Day 19 Yes 302.96 31-90 Days G-3-Q 14343.99 Yes T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 491.06 Day 19 No 16.49 7-30 Days S-5-Q 518.69 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 954.39 Day 19 No 31.30 <7 Days S-6-Q 888.95 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6384.19 Day 19 Yes 217.79 <7 Days S-7-Q 6965.18 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4833.76 Day 19 No 233.69 <7 Days E-1-Q 4391.21 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8596.79 Day 19 Yes 268.87 7-30 Days E-2-Q 9091.43 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9802.64 Day 19 No 335.59 7-30 Days IG-1-Q 8859.84 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 4552.20 Day 19 No 2.30 <7 Days IG-2-Q 4780.35 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9292.63 Day 19 Yes 50.32 7-30 Days C-1 10155.58 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 303.08 Day 19 No 2.33 <7 Days CB-4 302.77 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14761.15 Day 19 Yes 709.20 <7 Days E-10 15432.64 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14125.77 Day 19 Yes 455.92 <7 Days E-3 13139.82 Yes T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13920.28 Day 19 No 499.29 7-30 Days E-4 15155.62 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16325.70 Day 19 No 414.42 7-30 Days E-5 15440.70 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12196.60 Day 19 Yes 189.26 <7 Days E-6 13236.31 Yes T+1 No Yes Liberty National Bank Trading