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 8102.32 Day 47 Yes 392.98 <7 Days IG-7 7778.31 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15651.53 Day 47 Yes 454.25 7-30 Days IG-8 17143.32 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13530.46 Day 47 No 456.58 <7 Days L-1 13793.06 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 12566.61 Day 47 Yes 14.98 31-90 Days L-10 11488.32 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 1761.45 Day 47 Yes 69.12 31-90 Days L-11 1842.94 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2548.84 Day 47 Yes 101.56 <7 Days L-2 2713.86 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16971.78 Day 47 Yes 359.12 7-30 Days L-3 17005.95 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7208.42 Day 47 No 183.09 7-30 Days L-4 7607.08 No T+1 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12650.20 Day 47 No 602.14 31-90 Days L-5 11432.33 Yes T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4650.17 Day 47 Yes 24.43 <7 Days L-6 4441.19 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11075.61 Day 47 No 357.09 31-90 Days L-7 11509.63 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3308.17 Day 47 No 62.39 7-30 Days L-8 3472.45 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2572.43 Day 47 No 33.56 7-30 Days L-9 2527.69 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5440.89 Day 47 Yes 221.03 7-30 Days LC-1 4953.86 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11311.96 Day 47 No 172.46 7-30 Days LC-2 11565.39 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15027.31 Day 47 No 248.10 7-30 Days N-1 15646.73 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7304.08 Day 47 No 291.68 7-30 Days N-2 7443.22 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13755.57 Day 47 Yes 53.12 31-90 Days N-3 14937.82 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1480.31 Day 47 Yes 15.84 <7 Days N-4 1602.82 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15691.16 Day 47 No 498.11 31-90 Days N-5 14876.00 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9285.91 Day 47 Yes 296.25 7-30 Days N-6 8737.88 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4225.08 Day 47 Yes 180.32 31-90 Days N-7 4032.03 Yes T+0 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16144.51 Day 47 Yes 164.29 7-30 Days P-1 15783.91 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15985.67 Day 47 No 692.73 31-90 Days P-2 15249.72 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14426.01 Day 47 Yes 415.02 <7 Days S-8 14353.90 Yes T+2 No Yes Liberty Capital Markets Inc. Securities Finance