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 753.80 Day 34 No 2.04 7-30 Days A-4 706.29 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6213.09 Day 34 Yes 144.43 31-90 Days A-5 6774.75 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6366.98 Day 34 Yes 130.79 <7 Days CB-1 6131.13 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14273.60 Day 34 No 136.66 7-30 Days CB-2 14468.43 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15364.47 Day 34 Yes 386.56 <7 Days CB-3 15430.04 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 340.02 Day 34 Yes 1.07 <7 Days E-1 344.54 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16706.86 Day 34 No 655.03 7-30 Days E-2 17864.48 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17024.10 Day 34 Yes 841.70 <7 Days G-1 16425.44 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8950.03 Day 34 No 363.55 7-30 Days G-2 9810.42 Yes 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 1495.29 Day 34 Yes 62.87 <7 Days G-3 1385.05 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15777.64 Day 34 Yes 553.21 31-90 Days IG-1 14355.62 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9031.67 Day 34 No 182.68 7-30 Days IG-2 9573.23 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13871.85 Day 34 No 323.57 <7 Days S-1 13333.98 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5976.19 Day 34 Yes 45.22 <7 Days S-2 5551.63 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1762.43 Day 34 No 51.68 31-90 Days S-3 1926.40 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13187.17 Day 34 No 640.33 7-30 Days S-4 12842.64 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15197.70 Day 34 No 555.39 31-90 Days S-5 14631.89 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13813.70 Day 34 Yes 28.60 7-30 Days S-6 14096.28 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14352.84 Day 34 Yes 343.26 7-30 Days S-7 13343.95 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1242.41 Day 35 Yes 8.43 <7 Days A-0-Q 1183.92 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 313.49 Day 35 Yes 15.29 7-30 Days A-1-Q 283.23 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15578.43 Day 35 Yes 132.34 31-90 Days A-2-Q 16100.72 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 386.83 Day 35 Yes 14.36 <7 Days A-3-Q 424.14 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6591.44 Day 35 Yes 302.87 31-90 Days A-4-Q 5934.78 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13383.16 Day 35 Yes 526.26 7-30 Days A-5-Q 14034.46 Yes T+1 Yes No Securities Finance