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 6509.61 Day 47 Yes 205.68 31-90 Days G-1-Q 6541.03 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13230.79 Day 47 Yes 471.78 31-90 Days G-2-Q 13127.50 No T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11031.16 Day 47 No 166.25 7-30 Days G-3-Q 12111.20 Yes T+0 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13608.50 Day 47 No 33.08 <7 Days S-5-Q 13692.09 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11724.36 Day 47 No 388.16 7-30 Days S-6-Q 11553.45 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3072.47 Day 47 Yes 41.34 <7 Days S-7-Q 3208.26 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3.48 Day 47 Yes 0.10 31-90 Days E-1-Q 3.61 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9500.56 Day 47 No 171.22 31-90 Days E-2-Q 9645.45 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1595.33 Day 47 Yes 30.92 31-90 Days IG-1-Q 1512.67 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4600.31 Day 47 No 211.97 <7 Days IG-2-Q 4236.69 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14042.43 Day 47 Yes 676.02 <7 Days C-1 13770.98 No T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6351.02 Day 47 Yes 197.96 <7 Days CB-4 6326.65 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4285.18 Day 47 No 1.12 7-30 Days E-10 4444.13 No T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7140.60 Day 47 No 259.00 <7 Days E-3 7637.32 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14634.58 Day 47 Yes 466.62 7-30 Days E-4 13388.56 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 877.41 Day 47 No 33.39 7-30 Days E-5 859.05 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1192.34 Day 47 Yes 6.70 31-90 Days E-6 1249.08 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10514.12 Day 47 Yes 237.13 <7 Days E-7 10858.92 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 4321.03 Day 47 Yes 11.31 31-90 Days E-8 4423.17 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15801.40 Day 47 Yes 557.18 31-90 Days E-9 15844.43 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5258.42 Day 47 No 171.40 <7 Days G-4 5286.05 Yes T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14356.92 Day 47 No 118.68 31-90 Days IG-3 13386.88 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12170.32 Day 47 No 351.63 31-90 Days IG-4 11453.68 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4518.61 Day 47 Yes 35.50 <7 Days IG-5 4968.55 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12832.05 Day 47 No 41.43 <7 Days IG-6 13746.30 No T+2 No Yes Liberty National Bank Funding