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 3250.86 Day 54 Yes 115.88 31-90 Days L-1 3184.44 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10602.78 Day 54 Yes 504.77 7-30 Days L-10 11288.21 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4185.42 Day 54 No 170.08 31-90 Days L-11 4525.45 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 5097.45 Day 54 Yes 12.54 7-30 Days L-2 5461.39 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3207.35 Day 54 No 88.42 <7 Days L-3 3362.74 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4147.32 Day 54 No 144.01 31-90 Days L-4 4498.96 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15702.70 Day 54 No 241.15 31-90 Days L-5 16421.52 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5819.74 Day 54 No 123.07 <7 Days L-6 6256.95 Yes T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7123.99 Day 54 No 163.11 31-90 Days L-7 6695.62 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12749.28 Day 54 Yes 445.39 7-30 Days L-8 11812.07 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2374.01 Day 54 No 79.05 31-90 Days L-9 2406.36 No T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3903.70 Day 54 No 59.30 7-30 Days LC-1 4130.32 Yes T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3494.91 Day 54 Yes 36.33 7-30 Days LC-2 3361.72 No T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15445.40 Day 54 No 621.83 <7 Days N-1 14557.69 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15438.06 Day 54 Yes 141.20 <7 Days N-2 14761.23 Yes T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8412.07 Day 54 Yes 319.44 7-30 Days N-3 8784.45 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16769.54 Day 54 Yes 530.16 7-30 Days N-4 18236.08 No T+1 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11625.89 Day 54 Yes 570.34 <7 Days N-5 10958.81 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4133.45 Day 54 Yes 83.67 <7 Days N-6 3984.19 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5456.79 Day 54 Yes 237.98 <7 Days N-7 5844.26 Yes T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4070.88 Day 54 No 32.63 7-30 Days P-1 4004.53 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1977.77 Day 54 No 49.09 7-30 Days P-2 2104.88 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 265.78 Day 54 Yes 2.32 31-90 Days S-8 261.04 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3474.98 Day 54 No 31.24 <7 Days Y-1 3518.53 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1099.86 Day 54 Yes 20.33 <7 Days Y-2 1031.87 No T+0 No No Funding