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 16703.91 Day 46 Yes 736.50 7-30 Days G-1 17291.81 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 6734.96 Day 46 Yes 213.66 31-90 Days G-2 6464.31 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 784.54 Day 46 No 33.43 7-30 Days G-3 820.87 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9489.19 Day 46 Yes 125.84 <7 Days IG-1 9642.48 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2297.62 Day 46 No 103.80 <7 Days IG-2 2240.87 Yes T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13364.84 Day 46 Yes 130.67 7-30 Days S-1 14420.33 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11876.38 Day 46 Yes 97.25 <7 Days S-2 12951.74 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2205.75 Day 46 No 25.31 31-90 Days S-3 2204.18 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7329.70 Day 46 No 243.27 <7 Days S-4 7250.86 Yes T+0 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3967.66 Day 46 No 38.23 <7 Days S-5 4268.42 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13060.65 Day 46 No 118.97 7-30 Days S-6 14246.90 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9993.08 Day 46 No 143.53 31-90 Days S-7 9273.75 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12276.40 Day 47 No 195.86 7-30 Days A-0-Q 11572.81 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1567.64 Day 47 No 26.48 7-30 Days A-1-Q 1480.34 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12938.12 Day 47 Yes 404.63 31-90 Days A-2-Q 13126.20 Yes T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14100.11 Day 47 Yes 104.84 <7 Days A-3-Q 13675.09 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4079.79 Day 47 No 150.51 <7 Days A-4-Q 4118.92 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 758.55 Day 47 No 24.46 31-90 Days A-5-Q 831.61 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6279.11 Day 47 Yes 284.83 <7 Days CB-1-Q 5833.79 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12829.42 Day 47 No 22.90 <7 Days CB-2-Q 13434.18 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12670.63 Day 47 Yes 360.55 <7 Days S-1-Q 13511.21 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2683.20 Day 47 Yes 20.98 31-90 Days S-2-Q 2610.88 Yes 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 14275.07 Day 47 Yes 491.55 <7 Days S-3-Q 14457.13 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9133.35 Day 47 No 437.85 <7 Days S-4-Q 9572.83 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9326.84 Day 47 No 347.95 <7 Days CB-3-Q 9254.97 No T+0 Yes Yes Liberty National Bank Trading