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 6658.64 Day 38 No 267.52 7-30 Days G-2-Q 6151.65 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 956.47 Day 38 No 43.93 31-90 Days G-3-Q 886.24 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6933.28 Day 38 Yes 139.91 <7 Days S-5-Q 7205.77 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4111.31 Day 38 No 175.33 <7 Days S-6-Q 4391.25 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 16058.25 Day 38 Yes 191.70 7-30 Days S-7-Q 15591.07 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12908.82 Day 38 No 63.69 31-90 Days E-1-Q 12754.58 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4182.94 Day 38 No 80.59 31-90 Days E-2-Q 4026.24 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 698.49 Day 38 Yes 7.11 <7 Days IG-1-Q 634.15 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12583.91 Day 38 Yes 90.00 <7 Days IG-2-Q 11525.93 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15745.42 Day 38 Yes 295.83 <7 Days C-1 17262.48 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9223.35 Day 38 Yes 58.96 <7 Days CB-4 8650.09 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12233.99 Day 38 No 449.69 7-30 Days E-10 11454.65 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7988.96 Day 38 No 307.79 31-90 Days E-3 8445.03 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13579.69 Day 38 Yes 534.79 31-90 Days E-4 14061.70 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8380.89 Day 38 Yes 279.03 <7 Days E-5 7767.60 Yes T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13721.30 Day 38 Yes 529.17 <7 Days E-6 14825.46 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16758.94 Day 38 No 322.42 <7 Days E-7 15728.50 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6594.06 Day 38 No 199.94 31-90 Days E-8 5999.75 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1162.41 Day 38 No 34.60 7-30 Days E-9 1121.57 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14612.33 Day 38 No 415.59 <7 Days G-4 15437.81 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15153.31 Day 38 Yes 587.67 <7 Days IG-3 15533.82 No T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11389.01 Day 38 Yes 421.26 <7 Days IG-4 12143.90 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6514.17 Day 38 No 208.51 31-90 Days IG-5 6143.79 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9164.79 Day 38 Yes 165.40 <7 Days IG-6 9878.31 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1012.96 Day 38 No 27.75 7-30 Days IG-7 1036.43 No T+2 Yes Yes Liberty National Bank Treasury