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 11000.76 Day 41 Yes 70.28 <7 Days CB-1 11994.03 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7945.86 Day 41 Yes 29.09 7-30 Days CB-2 8630.52 No T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12641.20 Day 41 Yes 524.19 7-30 Days CB-3 13042.91 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16346.70 Day 41 No 452.09 31-90 Days E-1 17128.68 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12350.08 Day 41 No 35.37 31-90 Days E-2 11582.20 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16198.37 Day 41 Yes 682.45 7-30 Days G-1 16997.81 No T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16218.05 Day 41 No 504.40 7-30 Days G-2 16524.99 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11362.03 Day 41 Yes 544.54 7-30 Days G-3 11735.31 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11458.88 Day 41 No 143.28 31-90 Days IG-1 10519.55 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7925.92 Day 41 No 242.56 7-30 Days IG-2 7992.25 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9905.88 Day 41 No 322.98 <7 Days S-1 9700.56 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8033.39 Day 41 No 35.41 <7 Days S-2 7410.40 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10162.87 Day 41 Yes 388.79 7-30 Days S-3 10546.11 Yes T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2538.78 Day 41 Yes 82.09 7-30 Days S-4 2329.71 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1280.53 Day 41 Yes 7.00 <7 Days S-5 1328.40 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8386.50 Day 41 No 313.81 31-90 Days S-6 8390.12 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15134.10 Day 41 No 225.61 31-90 Days S-7 14447.14 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13544.06 Day 42 Yes 453.01 31-90 Days A-0-Q 12504.15 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10104.64 Day 42 Yes 58.50 <7 Days A-1-Q 10034.24 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4604.83 Day 42 No 186.56 31-90 Days A-2-Q 4396.50 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16326.16 Day 42 Yes 354.85 7-30 Days A-3-Q 15623.22 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 631.58 Day 42 Yes 31.18 31-90 Days A-4-Q 626.91 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13184.66 Day 42 No 80.63 <7 Days A-5-Q 13874.23 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 2205.52 Day 42 No 32.03 <7 Days CB-1-Q 2333.08 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3067.86 Day 42 Yes 45.91 31-90 Days CB-2-Q 2933.93 No T+2 No Yes Liberty Capital Markets Inc. Trading