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 910.15 Day 36 No 32.59 7-30 Days S-6-Q 990.90 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12608.29 Day 36 No 117.57 <7 Days S-7-Q 13562.88 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4858.85 Day 36 Yes 119.25 7-30 Days E-1-Q 4524.94 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11769.60 Day 36 No 505.82 <7 Days E-2-Q 12082.66 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9196.78 Day 36 Yes 96.98 7-30 Days IG-1-Q 8775.20 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7087.87 Day 36 Yes 288.09 31-90 Days IG-2-Q 6409.85 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16316.42 Day 36 Yes 690.61 31-90 Days C-1 17264.23 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14297.16 Day 36 No 80.12 <7 Days CB-4 15558.87 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 9320.65 Day 36 Yes 333.22 31-90 Days E-10 9310.99 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10880.88 Day 36 No 89.00 31-90 Days E-3 10566.42 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12626.33 Day 36 No 413.21 31-90 Days E-4 12186.25 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8505.28 Day 36 No 40.33 <7 Days E-5 7782.12 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1489.85 Day 36 No 72.59 7-30 Days E-6 1578.86 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10541.66 Day 36 No 165.06 7-30 Days E-7 10058.84 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10414.71 Day 36 Yes 155.48 7-30 Days E-8 10105.54 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7234.17 Day 36 No 246.68 <7 Days E-9 6895.05 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13724.19 Day 36 Yes 206.68 <7 Days G-4 14360.53 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3966.78 Day 36 Yes 69.83 <7 Days IG-3 4323.09 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1936.44 Day 36 No 42.20 <7 Days IG-4 2124.05 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10579.96 Day 36 Yes 77.16 7-30 Days IG-5 11438.42 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 2426.72 Day 36 Yes 98.26 <7 Days IG-6 2265.41 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1176.12 Day 36 No 44.90 <7 Days IG-7 1179.96 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10449.58 Day 36 No 4.96 31-90 Days IG-8 9800.79 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3229.30 Day 36 No 146.86 <7 Days L-1 3339.15 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2527.72 Day 36 No 99.85 <7 Days L-10 2317.36 No T+2 No No Trading