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 3478.09 Day 51 No 32.20 7-30 Days E-9 3499.48 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4036.88 Day 51 Yes 119.78 <7 Days G-4 3878.38 No T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13611.86 Day 51 Yes 193.32 31-90 Days IG-3 12804.59 No T+2 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11756.64 Day 51 Yes 125.39 7-30 Days IG-4 11117.32 No T+0 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9463.24 Day 51 Yes 143.63 <7 Days IG-5 8933.11 Yes T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7786.90 Day 51 No 272.41 <7 Days IG-6 7857.26 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5701.20 Day 51 Yes 92.51 <7 Days IG-7 5926.61 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 13075.74 Day 51 No 376.94 7-30 Days IG-8 11893.59 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9975.15 Day 51 Yes 107.45 31-90 Days L-1 10291.84 Yes T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 977.25 Day 51 Yes 24.81 31-90 Days L-10 979.68 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2971.16 Day 51 Yes 73.70 <7 Days L-11 2724.95 Yes T+1 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2762.80 Day 51 Yes 39.79 <7 Days L-2 2715.99 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 8839.66 Day 51 Yes 221.31 31-90 Days L-3 9385.36 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 14445.86 Day 51 Yes 213.79 7-30 Days L-4 13705.11 No T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10525.81 Day 51 Yes 299.33 31-90 Days L-5 10891.11 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10108.56 Day 51 Yes 495.61 7-30 Days L-6 9640.11 Yes T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13385.72 Day 51 No 401.19 31-90 Days L-7 13593.93 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4390.70 Day 51 Yes 206.46 31-90 Days L-8 4104.76 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11097.77 Day 51 No 49.12 31-90 Days L-9 10776.98 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2387.44 Day 51 Yes 2.61 <7 Days LC-1 2326.94 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10185.50 Day 51 No 406.51 7-30 Days LC-2 10697.57 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 17045.56 Day 51 No 775.00 7-30 Days N-1 15724.79 Yes T+1 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11707.04 Day 51 Yes 311.05 31-90 Days N-2 11966.24 No T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7414.53 Day 51 Yes 244.16 7-30 Days N-3 7004.24 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11352.43 Day 51 Yes 490.60 <7 Days N-4 10218.38 Yes T+0 No Yes Liberty National Bank Securities Finance