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 11563.78 Day 48 No 49.29 7-30 Days CB-3 12257.56 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10662.54 Day 48 Yes 157.75 <7 Days E-1 11463.45 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1289.00 Day 48 Yes 23.77 <7 Days E-2 1335.94 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11490.01 Day 48 Yes 147.04 <7 Days G-1 12180.16 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8459.28 Day 48 Yes 267.48 <7 Days G-2 7774.07 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 16098.54 Day 48 Yes 748.49 <7 Days G-3 16136.66 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8510.77 Day 48 No 256.26 31-90 Days IG-1 7860.25 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4032.76 Day 48 Yes 88.04 <7 Days IG-2 3887.53 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6701.10 Day 48 No 156.45 7-30 Days S-1 6052.89 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14985.21 Day 48 Yes 679.24 31-90 Days S-2 16265.73 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7815.73 Day 48 Yes 89.92 7-30 Days S-3 7505.33 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13.92 Day 48 Yes 0.36 <7 Days S-4 13.06 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5405.01 Day 48 No 186.23 31-90 Days S-5 5427.23 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15648.00 Day 48 Yes 16.42 7-30 Days S-6 17062.78 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2010.63 Day 48 No 88.77 <7 Days S-7 1827.39 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14581.83 Day 49 No 401.58 7-30 Days A-0-Q 14688.14 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7864.08 Day 49 Yes 22.13 7-30 Days A-1-Q 7258.81 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7823.20 Day 49 No 14.29 7-30 Days A-2-Q 8234.81 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11218.61 Day 49 Yes 101.31 <7 Days A-3-Q 10809.70 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1835.68 Day 49 Yes 61.91 31-90 Days A-4-Q 1970.46 No T+2 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14952.45 Day 49 Yes 164.06 <7 Days A-5-Q 15129.33 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10404.75 Day 49 Yes 486.54 7-30 Days CB-1-Q 10240.16 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14758.64 Day 49 No 209.23 <7 Days CB-2-Q 14439.58 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8769.80 Day 49 No 207.47 31-90 Days S-1-Q 8726.89 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2205.37 Day 49 Yes 13.36 7-30 Days S-2-Q 2209.91 No T+1 Yes Yes Liberty Wealth Management LLC Funding