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 14957.72 Day 57 No 307.66 <7 Days CB-2 15202.78 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4380.15 Day 57 No 62.19 7-30 Days CB-3 4072.09 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4338.24 Day 57 Yes 154.91 31-90 Days E-1 3923.87 No T+1 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5618.16 Day 57 No 6.36 7-30 Days E-2 5715.26 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10122.71 Day 57 No 436.81 7-30 Days G-1 10818.07 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9688.35 Day 57 No 385.18 7-30 Days G-2 10143.72 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9149.91 Day 57 Yes 369.55 31-90 Days G-3 10023.93 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6324.29 Day 57 No 76.08 7-30 Days IG-1 6115.98 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 67.08 Day 57 Yes 0.93 7-30 Days IG-2 72.57 No T+1 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11581.34 Day 57 Yes 321.16 <7 Days S-1 12276.78 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14987.48 Day 57 No 243.18 7-30 Days S-2 14647.19 Yes T+1 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9841.75 Day 57 No 326.62 31-90 Days S-3 10808.41 Yes T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11719.01 Day 57 Yes 546.81 <7 Days S-4 11672.15 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 13634.74 Day 57 No 576.18 31-90 Days S-5 14795.01 No T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 35.01 Day 57 Yes 1.03 31-90 Days S-6 37.46 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13445.83 Day 57 No 214.73 31-90 Days S-7 14721.33 No T+2 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13498.95 Day 58 No 639.74 31-90 Days A-0-Q 14455.91 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4172.66 Day 58 Yes 158.25 <7 Days A-1-Q 4176.77 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16071.99 Day 58 No 435.60 7-30 Days A-2-Q 14983.39 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3404.64 Day 58 Yes 22.52 31-90 Days A-3-Q 3161.29 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13981.64 Day 58 No 558.22 7-30 Days A-4-Q 13535.00 Yes T+2 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7229.34 Day 58 No 58.93 7-30 Days A-5-Q 7635.42 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 7284.79 Day 58 No 23.55 7-30 Days CB-1-Q 7457.02 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7990.64 Day 58 Yes 137.19 31-90 Days CB-2-Q 8355.78 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16405.94 Day 58 Yes 677.43 31-90 Days S-1-Q 17034.78 No T+2 No No Funding