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 7423.76 Day 33 No 2.95 7-30 Days S-3 7976.55 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15221.39 Day 33 No 337.15 31-90 Days S-4 14448.22 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 5977.78 Day 33 No 271.86 31-90 Days S-5 6227.41 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13426.51 Day 33 No 400.70 31-90 Days S-6 14284.83 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 8395.05 Day 33 Yes 182.78 7-30 Days S-7 8886.65 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3233.14 Day 34 No 129.86 31-90 Days A-0-Q 3218.75 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7787.62 Day 34 Yes 299.68 31-90 Days A-1-Q 8292.54 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7989.82 Day 34 Yes 314.38 7-30 Days A-2-Q 8515.88 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14965.45 Day 34 No 671.02 31-90 Days A-3-Q 14202.70 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14732.30 Day 34 No 733.49 31-90 Days A-4-Q 13312.30 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10390.19 Day 34 Yes 286.23 <7 Days A-5-Q 10903.33 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3091.27 Day 34 No 26.16 <7 Days CB-1-Q 3028.66 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11135.51 Day 34 Yes 350.13 31-90 Days CB-2-Q 12157.44 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12016.23 Day 34 No 541.96 <7 Days S-1-Q 13016.69 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10113.93 Day 34 No 496.36 7-30 Days S-2-Q 9983.44 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9293.72 Day 34 Yes 446.35 31-90 Days S-3-Q 10024.57 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7829.67 Day 34 Yes 188.23 <7 Days S-4-Q 8566.62 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14548.76 Day 34 No 215.36 31-90 Days CB-3-Q 15180.40 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12514.25 Day 34 Yes 36.80 <7 Days G-1-Q 13320.79 No T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7270.66 Day 34 No 175.46 7-30 Days G-2-Q 7377.70 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16549.50 Day 34 No 128.28 <7 Days G-3-Q 16050.71 No T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5748.50 Day 34 No 116.13 7-30 Days S-5-Q 5381.61 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6230.54 Day 34 No 235.06 <7 Days S-6-Q 6166.35 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7875.33 Day 34 Yes 386.40 <7 Days S-7-Q 7443.88 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9578.48 Day 34 No 21.61 31-90 Days E-1-Q 9426.18 No T+1 No No Securities Finance