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 No 10773.59 Day 35 No 389.95 7-30 Days N-4 10191.97 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4339.32 Day 35 Yes 204.71 31-90 Days N-5 4602.95 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5202.53 Day 35 No 166.65 31-90 Days N-6 4837.25 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9000.07 Day 35 Yes 10.62 <7 Days N-7 8822.88 No T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2038.09 Day 35 No 100.32 <7 Days P-1 2006.79 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7148.98 Day 35 No 46.34 31-90 Days P-2 7084.06 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5490.87 Day 35 Yes 8.06 31-90 Days S-8 5563.90 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 169.14 Day 35 No 7.78 31-90 Days Y-1 182.75 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9908.36 Day 35 Yes 360.38 31-90 Days Y-2 9303.08 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11527.20 Day 35 Yes 268.00 <7 Days Y-3 11523.71 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14461.32 Day 35 Yes 414.86 <7 Days Y-4 15270.55 Yes T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8482.31 Day 35 No 324.09 <7 Days Z-1 8589.17 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15448.28 Day 35 Yes 554.80 31-90 Days A-2 14071.95 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15062.36 Day 35 Yes 56.23 7-30 Days A-3 13662.96 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15888.54 Day 35 Yes 472.91 <7 Days A-4 16544.02 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4251.37 Day 35 Yes 43.19 31-90 Days A-5 4315.14 Yes T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11369.02 Day 35 Yes 241.57 31-90 Days CB-1 10940.30 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16801.12 Day 35 No 581.58 <7 Days CB-2 15344.08 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7515.57 Day 35 Yes 257.04 31-90 Days CB-3 7402.97 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3608.48 Day 35 No 91.64 7-30 Days E-1 3723.33 No T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 306.43 Day 35 Yes 3.38 <7 Days E-2 321.88 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9860.12 Day 35 Yes 18.96 <7 Days G-1 10240.74 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11097.19 Day 35 Yes 124.25 <7 Days G-2 11942.64 Yes T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 523.03 Day 35 No 0.62 31-90 Days G-3 572.66 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5730.69 Day 35 No 223.68 7-30 Days IG-1 5905.88 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading