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 9310.17 Day 40 Yes 324.76 31-90 Days S-5 8815.66 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9886.08 Day 40 No 315.85 7-30 Days S-6 9303.67 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5822.80 Day 40 Yes 56.68 <7 Days S-7 5916.84 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12378.28 Day 41 No 298.26 7-30 Days A-0-Q 12355.36 Yes T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14334.62 Day 41 No 188.47 7-30 Days A-1-Q 13988.24 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8445.25 Day 41 Yes 315.03 7-30 Days A-2-Q 9271.50 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16367.61 Day 41 Yes 462.03 <7 Days A-3-Q 17121.84 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13607.66 Day 41 Yes 631.33 7-30 Days A-4-Q 14545.49 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5254.50 Day 41 No 157.74 31-90 Days A-5-Q 5585.48 Yes T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14006.97 Day 41 Yes 22.18 <7 Days CB-1-Q 14377.31 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 950.93 Day 41 No 38.62 <7 Days CB-2-Q 991.63 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3670.67 Day 41 No 146.47 7-30 Days S-1-Q 3838.54 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6651.42 Day 41 No 152.83 <7 Days S-2-Q 7131.15 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6728.36 Day 41 No 331.41 <7 Days S-3-Q 6243.57 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12745.29 Day 41 Yes 216.12 <7 Days S-4-Q 12202.14 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4782.44 Day 41 Yes 133.77 31-90 Days CB-3-Q 4812.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5703.10 Day 41 Yes 37.39 31-90 Days G-1-Q 6257.23 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1944.30 Day 41 No 65.33 31-90 Days G-2-Q 1813.72 Yes T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7290.97 Day 41 Yes 312.95 <7 Days G-3-Q 6629.92 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11777.00 Day 41 Yes 76.35 31-90 Days S-5-Q 12484.86 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14443.65 Day 41 No 490.64 7-30 Days S-6-Q 14856.00 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14471.81 Day 41 Yes 271.07 7-30 Days S-7-Q 13275.20 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16227.41 Day 41 Yes 802.38 <7 Days E-1-Q 15510.23 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8713.43 Day 41 Yes 215.43 <7 Days E-2-Q 8410.33 No T+2 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10344.66 Day 41 Yes 266.01 <7 Days IG-1-Q 10894.13 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury