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 13954.30 Day 22 Yes 37.83 <7 Days S-7 14952.88 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5259.18 Day 23 No 99.51 7-30 Days A-0-Q 4815.73 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15332.29 Day 23 No 752.84 <7 Days A-1-Q 15117.33 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15495.24 Day 23 No 421.00 <7 Days A-2-Q 15176.18 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5288.17 Day 23 No 67.19 7-30 Days A-3-Q 5754.75 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5866.28 Day 23 No 43.71 <7 Days A-4-Q 5356.66 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4376.43 Day 23 No 196.77 <7 Days A-5-Q 3969.51 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15330.95 Day 23 No 691.12 7-30 Days CB-1-Q 16111.15 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16947.67 Day 23 No 197.33 <7 Days CB-2-Q 17540.00 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10717.67 Day 23 No 194.94 31-90 Days S-1-Q 11766.27 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11996.10 Day 23 No 55.19 7-30 Days S-2-Q 13076.09 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 2877.58 Day 23 No 16.65 7-30 Days S-3-Q 2835.91 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15789.49 Day 23 No 302.61 7-30 Days S-4-Q 16891.56 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9226.15 Day 23 No 22.16 <7 Days CB-3-Q 9138.93 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6038.47 Day 23 Yes 159.80 <7 Days G-1-Q 6179.73 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1636.39 Day 23 No 0.75 7-30 Days G-2-Q 1734.53 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13077.47 Day 23 Yes 313.23 31-90 Days G-3-Q 14180.24 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14993.05 Day 23 Yes 491.32 7-30 Days S-5-Q 15766.65 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 15069.36 Day 23 No 59.01 <7 Days S-6-Q 14460.98 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 803.22 Day 23 No 36.88 <7 Days S-7-Q 865.66 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 Yes 9549.45 Day 23 No 215.04 7-30 Days E-1-Q 10220.10 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9052.13 Day 23 No 14.26 7-30 Days E-2-Q 9891.79 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5656.20 Day 23 No 85.60 7-30 Days IG-1-Q 5720.26 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7560.70 Day 23 Yes 267.57 31-90 Days IG-2-Q 7383.48 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4979.28 Day 23 Yes 53.78 31-90 Days C-1 5319.69 No T+1 Yes No Securities Finance