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 6531.42 Day 51 Yes 111.15 7-30 Days CB-2-Q 7175.98 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14964.36 Day 51 Yes 639.26 <7 Days S-1-Q 13626.70 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7882.61 Day 51 No 312.98 31-90 Days S-2-Q 7722.38 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5965.19 Day 51 Yes 282.57 7-30 Days S-3-Q 5521.15 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6043.67 Day 51 No 113.46 <7 Days S-4-Q 6370.63 No T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3892.18 Day 51 No 97.87 <7 Days CB-3-Q 4106.24 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 954.73 Day 51 No 46.29 <7 Days G-1-Q 1020.85 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 14606.05 Day 51 No 317.11 <7 Days G-2-Q 15535.27 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13760.54 Day 51 No 25.46 <7 Days G-3-Q 13664.68 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9957.11 Day 51 No 465.39 <7 Days S-5-Q 9936.19 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12096.61 Day 51 Yes 449.21 7-30 Days S-6-Q 12069.16 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 4402.92 Day 51 Yes 119.25 <7 Days S-7-Q 4405.97 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13771.15 Day 51 Yes 132.27 31-90 Days E-1-Q 14229.26 Yes T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2149.12 Day 51 Yes 71.03 31-90 Days E-2-Q 2190.05 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10827.71 Day 51 No 89.53 7-30 Days IG-1-Q 10193.12 Yes T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7142.43 Day 51 Yes 85.50 31-90 Days IG-2-Q 7772.06 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8693.44 Day 51 Yes 327.97 31-90 Days C-1 7912.64 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2795.13 Day 51 Yes 50.82 <7 Days CB-4 2801.35 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2958.85 Day 51 No 99.15 7-30 Days E-10 2993.48 No T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10581.17 Day 51 No 96.77 31-90 Days E-3 11125.78 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14970.75 Day 51 Yes 157.63 31-90 Days E-4 13776.06 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 9804.65 Day 51 Yes 58.31 7-30 Days E-5 10155.81 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9646.30 Day 51 No 399.67 7-30 Days E-6 9557.82 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7906.55 Day 51 Yes 341.72 31-90 Days E-7 7209.18 Yes T+1 No Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13363.74 Day 51 Yes 638.32 <7 Days E-8 12890.73 Yes T+1 No Yes Liberty Mortgage Services Corp. Trading