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 16366.25 Day 30 Yes 720.14 <7 Days E-2 17423.52 Yes T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10080.01 Day 30 No 425.21 <7 Days G-1 9954.39 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9937.00 Day 30 Yes 58.73 7-30 Days G-2 9839.81 Yes T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16693.58 Day 30 No 282.23 <7 Days G-3 15935.19 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2791.06 Day 30 Yes 24.46 <7 Days IG-1 2898.78 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12001.90 Day 30 No 463.09 31-90 Days IG-2 12938.44 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4837.63 Day 30 No 190.52 7-30 Days S-1 4452.83 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5651.04 Day 30 No 122.43 7-30 Days S-2 6119.55 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15629.95 Day 30 No 315.47 <7 Days S-3 15174.97 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5000.76 Day 30 No 225.42 7-30 Days S-4 4695.79 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 999.51 Day 30 Yes 33.38 31-90 Days S-5 909.18 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11253.87 Day 30 No 219.75 31-90 Days S-6 10647.63 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16654.28 Day 30 No 404.30 7-30 Days S-7 15806.53 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13354.38 Day 31 No 231.09 7-30 Days A-0-Q 13451.09 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16385.93 Day 31 Yes 87.36 31-90 Days A-1-Q 17063.95 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16925.42 Day 31 Yes 191.86 7-30 Days A-2-Q 15504.53 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9755.86 Day 31 No 232.48 7-30 Days A-3-Q 9595.20 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15067.67 Day 31 Yes 23.24 31-90 Days A-4-Q 13585.67 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 16441.65 Day 31 Yes 462.95 7-30 Days A-5-Q 15719.96 No T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10939.91 Day 31 Yes 413.23 7-30 Days CB-1-Q 11235.76 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10743.23 Day 31 Yes 354.47 <7 Days CB-2-Q 11134.81 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4927.71 Day 31 No 115.36 7-30 Days S-1-Q 5352.90 Yes T+0 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10243.51 Day 31 Yes 244.06 7-30 Days S-2-Q 10280.29 No T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11512.28 Day 31 Yes 282.94 7-30 Days S-3-Q 10486.85 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9931.06 Day 31 No 69.20 7-30 Days S-4-Q 10883.58 No T+2 No No Treasury