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 5445.08 Day 25 No 252.66 7-30 Days A-5 5288.70 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15266.57 Day 25 No 572.13 31-90 Days CB-1 14334.61 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8482.16 Day 25 No 292.66 7-30 Days CB-2 9298.36 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12276.00 Day 25 No 137.99 7-30 Days CB-3 12501.05 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6578.60 Day 25 No 2.64 <7 Days E-1 7007.27 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 5398.61 Day 25 No 217.62 7-30 Days E-2 5206.48 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4877.77 Day 25 No 117.04 31-90 Days G-1 4993.18 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5160.76 Day 25 Yes 132.92 <7 Days G-2 5378.06 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 13335.70 Day 25 Yes 202.33 7-30 Days G-3 12972.05 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13655.96 Day 25 Yes 412.10 7-30 Days IG-1 13239.09 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2886.30 Day 25 Yes 130.87 <7 Days IG-2 2841.39 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5530.39 Day 25 Yes 81.97 7-30 Days S-1 4985.82 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3686.26 Day 25 No 124.14 <7 Days S-2 3738.23 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 302.30 Day 25 Yes 12.56 31-90 Days S-3 323.86 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 13167.76 Day 25 Yes 371.31 7-30 Days S-4 12145.96 No T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15344.87 Day 25 No 347.72 <7 Days S-5 14449.29 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4198.77 Day 25 Yes 184.09 <7 Days S-6 4421.63 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 12279.68 Day 25 Yes 99.98 31-90 Days S-7 11466.67 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5905.70 Day 26 Yes 87.93 7-30 Days A-0-Q 5502.45 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3748.70 Day 26 Yes 31.07 7-30 Days A-1-Q 3568.51 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2229.28 Day 26 No 27.20 7-30 Days A-2-Q 2258.37 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 9750.87 Day 26 No 423.42 31-90 Days A-3-Q 9859.38 Yes T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9210.43 Day 26 Yes 409.91 31-90 Days A-4-Q 9293.85 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4495.35 Day 26 Yes 70.48 31-90 Days A-5-Q 4398.87 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11291.10 Day 26 No 144.50 7-30 Days CB-1-Q 10544.95 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding