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 13161.49 Day 21 No 363.47 <7 Days E-4 14414.74 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6998.68 Day 21 Yes 204.00 <7 Days E-5 6786.46 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1175.43 Day 21 No 25.59 <7 Days E-6 1191.79 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13038.92 Day 21 No 74.15 <7 Days E-7 13144.85 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12353.13 Day 21 Yes 245.03 7-30 Days E-8 13462.77 Yes T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14604.11 Day 21 No 678.46 31-90 Days E-9 14366.34 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8539.40 Day 21 Yes 90.87 <7 Days G-4 8866.16 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13199.05 Day 21 Yes 395.44 <7 Days IG-3 11954.23 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6619.76 Day 21 Yes 59.31 7-30 Days IG-4 6786.30 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14860.94 Day 21 Yes 76.62 <7 Days IG-5 15161.73 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 431.47 Day 21 Yes 10.96 <7 Days IG-6 411.92 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16491.28 Day 21 No 203.11 7-30 Days IG-7 16564.60 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9757.55 Day 21 Yes 338.02 31-90 Days IG-8 10013.17 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8708.19 Day 21 Yes 268.35 7-30 Days L-1 9148.53 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4851.79 Day 21 No 99.05 <7 Days L-10 4454.57 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8253.49 Day 21 No 377.10 <7 Days L-11 7828.11 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 12128.05 Day 21 Yes 260.59 7-30 Days L-2 12263.22 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2402.36 Day 21 Yes 84.03 7-30 Days L-3 2180.83 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13919.30 Day 21 No 539.82 <7 Days L-4 14084.35 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9910.48 Day 21 Yes 431.09 <7 Days L-5 10499.77 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8677.08 Day 21 No 140.03 <7 Days L-6 9152.29 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11491.66 Day 21 Yes 183.73 7-30 Days L-7 11407.17 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5509.91 Day 21 No 191.84 7-30 Days L-8 5179.42 No T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16548.00 Day 21 Yes 429.53 31-90 Days L-9 17610.64 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5241.57 Day 21 Yes 17.21 7-30 Days LC-1 5486.44 No T+1 Yes Yes Liberty National Bank Funding