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 15054.61 Day 46 Yes 374.60 31-90 Days A-2-Q 14626.63 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3253.94 Day 46 No 87.96 31-90 Days A-3-Q 3285.64 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15792.50 Day 46 No 201.37 7-30 Days A-4-Q 17039.63 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4861.86 Day 46 Yes 101.86 7-30 Days A-5-Q 5098.57 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10138.77 Day 46 Yes 397.59 31-90 Days CB-1-Q 10693.97 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6276.08 Day 46 Yes 9.87 7-30 Days CB-2-Q 6287.79 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4133.26 Day 46 No 3.22 <7 Days S-1-Q 3847.03 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15731.10 Day 46 No 751.86 7-30 Days S-2-Q 16581.91 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6831.30 Day 46 No 140.82 31-90 Days S-3-Q 6517.16 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8121.04 Day 46 Yes 401.77 <7 Days S-4-Q 8465.24 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11122.16 Day 46 Yes 103.30 31-90 Days CB-3-Q 10966.42 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8025.42 Day 46 Yes 212.74 <7 Days G-1-Q 7445.98 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16185.59 Day 46 Yes 184.64 31-90 Days G-2-Q 16047.64 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4820.70 Day 46 Yes 112.04 31-90 Days G-3-Q 4915.45 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10396.56 Day 46 No 336.64 7-30 Days S-5-Q 10638.43 Yes T+1 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13396.61 Day 46 No 630.56 31-90 Days S-6-Q 13423.95 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13958.98 Day 46 No 512.87 <7 Days S-7-Q 15078.00 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 516.31 Day 46 Yes 24.68 7-30 Days E-1-Q 523.05 No T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8036.61 Day 46 Yes 340.65 <7 Days E-2-Q 8481.04 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6134.35 Day 46 Yes 259.53 31-90 Days IG-1-Q 6369.77 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4920.04 Day 46 No 159.10 31-90 Days IG-2-Q 4895.45 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 613.82 Day 46 Yes 3.74 7-30 Days C-1 611.37 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 634.39 Day 46 No 6.98 7-30 Days CB-4 626.12 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11457.87 Day 46 No 350.90 7-30 Days E-10 12393.25 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13022.63 Day 46 No 234.53 <7 Days E-3 13001.07 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance