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 9580.37 Day 40 Yes 15.84 7-30 Days IG-5 8964.10 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10009.86 Day 40 No 362.87 7-30 Days IG-6 10421.22 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7038.77 Day 40 No 139.33 7-30 Days IG-7 7246.71 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7811.61 Day 40 No 278.74 7-30 Days IG-8 7616.29 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14992.89 Day 40 No 332.24 31-90 Days L-1 16301.48 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9019.12 Day 40 No 343.31 <7 Days L-10 9572.84 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 15360.34 Day 40 No 38.21 7-30 Days L-11 14305.42 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16762.74 Day 40 Yes 478.28 7-30 Days L-2 15774.05 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1137.54 Day 40 No 20.58 31-90 Days L-3 1123.85 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12222.26 Day 40 No 416.10 31-90 Days L-4 11517.00 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2464.62 Day 40 No 40.46 7-30 Days L-5 2468.78 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2140.97 Day 40 Yes 88.43 <7 Days L-6 2231.52 No T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15631.01 Day 40 Yes 748.21 <7 Days L-7 17183.48 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16104.62 Day 40 No 654.15 31-90 Days L-8 16763.80 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1939.28 Day 40 Yes 23.38 <7 Days L-9 1994.06 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1162.17 Day 40 Yes 41.13 <7 Days LC-1 1078.63 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2777.74 Day 40 Yes 75.50 31-90 Days LC-2 2634.49 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9803.89 Day 40 No 120.34 7-30 Days N-1 10282.16 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14756.09 Day 40 Yes 23.06 <7 Days N-2 15594.16 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7605.46 Day 40 Yes 294.31 7-30 Days N-3 7033.97 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11866.48 Day 40 Yes 46.30 31-90 Days N-4 11737.15 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1647.89 Day 40 No 51.79 <7 Days N-5 1562.23 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 1642.43 Day 40 No 80.32 <7 Days N-6 1627.28 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13241.62 Day 40 No 188.86 31-90 Days N-7 14407.48 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 14057.49 Day 40 No 456.71 <7 Days P-1 14889.20 No T+1 Yes No Securities Finance