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 9357.78 Day 56 No 384.66 <7 Days S-8 9960.28 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7515.98 Day 56 Yes 151.93 7-30 Days Y-1 7470.47 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6747.44 Day 56 Yes 106.82 <7 Days Y-2 6853.69 No T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10175.66 Day 56 No 122.57 <7 Days Y-3 10591.84 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9045.43 Day 56 No 10.18 <7 Days Y-4 9460.67 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3103.78 Day 56 Yes 127.16 <7 Days Z-1 2918.80 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13887.17 Day 56 No 651.59 7-30 Days A-2 14423.70 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4975.82 Day 56 Yes 32.15 7-30 Days A-3 5006.90 Yes T+1 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14989.95 Day 56 No 41.76 31-90 Days A-4 14903.08 Yes T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5364.93 Day 56 No 14.49 31-90 Days A-5 4840.93 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7117.64 Day 56 Yes 154.90 31-90 Days CB-1 7797.18 Yes T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1953.77 Day 56 No 63.91 31-90 Days CB-2 1912.75 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13507.95 Day 56 Yes 428.72 31-90 Days CB-3 14383.36 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 Yes 6429.75 Day 56 No 257.63 7-30 Days E-1 5845.07 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16750.86 Day 56 Yes 832.41 7-30 Days E-2 16732.26 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4818.14 Day 56 Yes 65.72 <7 Days G-1 4645.96 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9610.54 Day 56 No 11.14 7-30 Days G-2 10541.57 Yes T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13132.86 Day 56 No 43.61 31-90 Days G-3 13203.32 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6736.74 Day 56 No 223.39 <7 Days IG-1 6648.97 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 15335.73 Day 56 Yes 242.92 7-30 Days IG-2 15688.90 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9606.31 Day 56 No 348.57 7-30 Days S-1 8931.10 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16359.64 Day 56 No 281.64 <7 Days S-2 16334.41 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6435.38 Day 56 No 221.97 <7 Days S-3 6133.70 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9242.87 Day 56 Yes 37.53 <7 Days S-4 9055.10 Yes T+2 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15052.85 Day 56 No 184.57 31-90 Days S-5 14174.70 Yes T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance