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 17059.89 Day 29 No 373.86 31-90 Days Y-3 18246.24 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1897.87 Day 29 No 15.10 <7 Days Y-4 1811.73 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16543.92 Day 29 No 100.64 7-30 Days Z-1 17274.16 Yes T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13010.93 Day 29 No 135.22 <7 Days A-2 13861.11 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14978.02 Day 29 No 435.95 31-90 Days A-3 16325.29 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7367.58 Day 29 No 180.95 7-30 Days A-4 6747.92 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12150.38 Day 29 Yes 484.60 31-90 Days A-5 13071.94 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 16891.24 Day 29 No 183.23 31-90 Days CB-1 15393.54 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12239.47 Day 29 No 515.64 31-90 Days CB-2 11569.96 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 10750.13 Day 29 No 37.68 31-90 Days CB-3 10131.62 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6833.43 Day 29 Yes 206.73 31-90 Days E-1 6572.83 No T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3855.53 Day 29 No 138.21 <7 Days E-2 3731.04 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8009.28 Day 29 No 373.59 <7 Days G-1 7320.38 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12595.40 Day 29 Yes 107.40 7-30 Days G-2 13500.05 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15408.36 Day 29 No 566.91 31-90 Days G-3 16256.00 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7212.65 Day 29 No 82.51 <7 Days IG-1 7825.66 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16306.52 Day 29 No 771.36 <7 Days IG-2 15040.07 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13762.04 Day 29 No 539.04 <7 Days S-1 12841.17 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6767.43 Day 29 No 322.43 7-30 Days S-2 7008.57 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14582.62 Day 29 Yes 76.26 7-30 Days S-3 15945.18 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9496.72 Day 29 Yes 253.80 31-90 Days S-4 9820.47 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7910.30 Day 29 Yes 196.12 7-30 Days S-5 7322.26 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4924.41 Day 29 Yes 153.47 <7 Days S-6 5415.59 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8651.97 Day 29 Yes 157.80 <7 Days S-7 9020.99 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16059.41 Day 30 Yes 777.81 7-30 Days A-0-Q 17090.17 No T+2 No No Securities Finance