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 13890.93 Day 26 Yes 70.98 7-30 Days N-5 14615.43 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12080.93 Day 26 No 496.35 7-30 Days N-6 12444.24 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8223.80 Day 26 Yes 9.88 31-90 Days N-7 8080.22 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13021.46 Day 26 No 563.59 31-90 Days P-1 14134.00 No T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1072.63 Day 26 Yes 22.00 31-90 Days P-2 1121.61 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7167.52 Day 26 No 312.53 31-90 Days S-8 6567.95 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9076.02 Day 26 No 101.90 31-90 Days Y-1 9969.37 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13874.19 Day 26 Yes 418.27 31-90 Days Y-2 14070.71 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14501.88 Day 26 Yes 495.20 7-30 Days Y-3 14082.98 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12272.47 Day 26 Yes 457.76 31-90 Days Y-4 12829.06 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11847.34 Day 26 Yes 267.70 <7 Days Z-1 10829.46 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4641.59 Day 26 No 55.71 31-90 Days A-2 4431.44 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6450.81 Day 26 No 184.74 31-90 Days A-3 7000.12 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15713.78 Day 26 Yes 158.89 <7 Days A-4 16356.11 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15131.53 Day 26 Yes 295.96 <7 Days A-5 16142.55 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8950.59 Day 26 Yes 93.54 31-90 Days CB-1 8529.75 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 Yes 7105.71 Day 26 Yes 226.94 31-90 Days CB-2 7000.43 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9196.66 Day 26 Yes 387.49 31-90 Days CB-3 8809.42 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11516.22 Day 26 No 468.09 31-90 Days E-1 11863.17 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13198.55 Day 26 Yes 234.02 7-30 Days E-2 13583.42 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4200.22 Day 26 Yes 51.38 <7 Days G-1 4150.35 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8006.99 Day 26 Yes 143.51 <7 Days G-2 8003.81 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 2796.06 Day 26 Yes 60.70 7-30 Days G-3 2737.05 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13044.43 Day 26 Yes 4.56 <7 Days IG-1 12481.33 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14576.28 Day 26 Yes 158.41 <7 Days IG-2 15714.66 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance