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 13063.13 Day 53 Yes 55.09 7-30 Days G-3 13645.31 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1331.17 Day 53 Yes 49.95 7-30 Days IG-1 1327.58 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5091.62 Day 53 No 251.09 <7 Days IG-2 5584.50 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 940.95 Day 53 No 23.48 <7 Days S-1 987.18 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15875.55 Day 53 No 279.52 <7 Days S-2 14328.48 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15227.77 Day 53 No 541.86 31-90 Days S-3 15624.52 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 33.94 Day 53 Yes 1.08 7-30 Days S-4 33.88 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5815.16 Day 53 Yes 218.32 31-90 Days S-5 5738.61 No T+2 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16535.29 Day 53 Yes 315.34 7-30 Days S-6 18065.46 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2944.74 Day 53 Yes 58.15 7-30 Days S-7 2953.27 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7134.76 Day 54 Yes 62.32 31-90 Days A-0-Q 7536.38 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2730.88 Day 54 No 64.82 <7 Days A-1-Q 2549.24 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 14810.14 Day 54 Yes 358.46 7-30 Days A-2-Q 15768.29 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4822.40 Day 54 Yes 90.34 7-30 Days A-3-Q 4891.43 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6830.25 Day 54 Yes 9.84 <7 Days A-4-Q 7456.16 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16838.35 Day 54 Yes 24.97 7-30 Days A-5-Q 15721.72 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16836.11 Day 54 No 438.11 7-30 Days CB-1-Q 16329.37 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15815.03 Day 54 No 142.68 31-90 Days CB-2-Q 15302.36 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7340.54 Day 54 Yes 273.81 7-30 Days S-1-Q 6867.80 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15776.30 Day 54 Yes 554.88 <7 Days S-2-Q 14762.79 Yes 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 6158.59 Day 54 Yes 239.41 31-90 Days S-3-Q 6483.12 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16365.26 Day 54 Yes 784.38 31-90 Days S-4-Q 16209.43 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1472.54 Day 54 Yes 55.27 31-90 Days CB-3-Q 1563.23 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13665.39 Day 54 No 337.26 31-90 Days G-1-Q 13599.11 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5103.80 Day 54 No 3.41 31-90 Days G-2-Q 5351.06 No T+1 Yes Yes Liberty National Bank Trading