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 5697.55 Day 20 No 106.39 7-30 Days L-10 5369.04 No 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 6173.28 Day 20 No 110.01 <7 Days L-11 6576.86 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6970.22 Day 20 Yes 209.16 31-90 Days L-2 6972.33 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 6813.59 Day 20 Yes 267.02 7-30 Days L-3 6334.18 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6450.14 Day 20 Yes 79.29 7-30 Days L-4 6897.96 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10765.32 Day 20 Yes 301.75 7-30 Days L-5 10473.83 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 4877.95 Day 20 No 110.14 31-90 Days L-6 4702.49 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5553.81 Day 20 No 56.64 7-30 Days L-7 5623.38 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10564.60 Day 20 Yes 406.00 <7 Days L-8 9910.81 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4071.97 Day 20 No 94.93 31-90 Days L-9 3839.15 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6667.67 Day 20 Yes 226.23 <7 Days LC-1 6263.98 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3624.07 Day 20 No 132.16 7-30 Days LC-2 3713.26 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14954.16 Day 20 No 283.79 7-30 Days N-1 14195.03 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10224.76 Day 20 No 101.04 <7 Days N-2 11006.15 No T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6616.95 Day 20 Yes 55.64 <7 Days N-3 6629.59 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 11627.01 Day 20 No 68.76 7-30 Days N-4 12147.01 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 675.58 Day 20 Yes 27.99 7-30 Days N-5 662.52 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 108.53 Day 20 No 1.60 31-90 Days N-6 111.00 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9947.83 Day 20 No 87.19 <7 Days N-7 9066.34 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3391.10 Day 20 Yes 103.61 7-30 Days P-1 3575.56 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15555.19 Day 20 No 617.78 31-90 Days P-2 15473.23 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 186.87 Day 20 No 1.59 31-90 Days S-8 176.73 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2237.03 Day 20 No 40.95 7-30 Days Y-1 2426.98 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15346.17 Day 20 No 611.19 <7 Days Y-2 15737.08 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12909.61 Day 20 Yes 399.54 7-30 Days Y-3 12608.53 Yes T+0 No Yes Liberty Wealth Management LLC Trading