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 13617.07 Day 45 Yes 567.96 7-30 Days Y-4 13300.09 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2841.41 Day 45 No 111.04 <7 Days Z-1 2670.08 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10363.20 Day 45 No 343.95 31-90 Days A-2 10021.29 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 14290.87 Day 45 No 13.76 7-30 Days A-3 14496.94 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15245.66 Day 45 Yes 238.88 7-30 Days A-4 16130.90 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4514.71 Day 45 Yes 81.25 31-90 Days A-5 4156.29 No T+1 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7752.82 Day 45 No 331.87 <7 Days CB-1 7866.68 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7737.85 Day 45 No 248.54 7-30 Days CB-2 7511.07 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9806.01 Day 45 Yes 375.55 31-90 Days CB-3 10419.67 Yes T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16746.03 Day 45 Yes 127.93 31-90 Days E-1 18289.35 No T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13326.43 Day 45 Yes 402.43 31-90 Days E-2 14478.55 Yes T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4561.67 Day 45 No 92.17 7-30 Days G-1 4681.02 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1949.37 Day 45 Yes 82.27 7-30 Days G-2 2002.64 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 7369.86 Day 45 Yes 56.93 31-90 Days G-3 7415.66 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1733.67 Day 45 Yes 19.46 <7 Days IG-1 1638.74 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14958.33 Day 45 No 369.40 <7 Days IG-2 14413.42 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 181.26 Day 45 Yes 8.86 31-90 Days S-1 171.19 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11527.50 Day 45 No 198.94 7-30 Days S-2 10696.26 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10140.79 Day 45 No 291.83 31-90 Days S-3 10166.46 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2640.08 Day 45 No 79.48 <7 Days S-4 2423.29 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7584.71 Day 45 No 177.12 <7 Days S-5 7626.08 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 16034.26 Day 45 Yes 188.55 <7 Days S-6 15993.22 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8520.52 Day 45 Yes 411.22 7-30 Days S-7 8911.44 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3291.51 Day 46 Yes 139.25 <7 Days A-0-Q 3202.72 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4839.49 Day 46 No 241.79 <7 Days A-1-Q 4374.26 No T+0 No No Trading