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 12990.12 Day 59 Yes 168.77 7-30 Days E-2-Q 13904.60 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13434.16 Day 59 Yes 483.11 7-30 Days IG-1-Q 13501.74 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15395.58 Day 59 Yes 641.52 31-90 Days IG-2-Q 14127.50 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16316.39 Day 59 Yes 530.85 31-90 Days C-1 15872.53 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1845.07 Day 59 Yes 65.89 7-30 Days CB-4 1714.22 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11491.33 Day 59 Yes 553.07 31-90 Days E-10 11565.86 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9830.19 Day 59 Yes 491.32 <7 Days E-3 9852.72 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7849.94 Day 59 No 217.78 7-30 Days E-4 8119.56 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14076.06 Day 59 Yes 228.71 7-30 Days E-5 15063.92 No T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5704.18 Day 59 Yes 233.02 <7 Days E-6 5759.93 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15385.93 Day 59 No 250.33 31-90 Days E-7 16759.73 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7614.36 Day 59 Yes 376.91 <7 Days E-8 7290.35 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13404.43 Day 59 Yes 469.63 <7 Days E-9 12762.17 No T+0 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2110.91 Day 59 No 45.62 31-90 Days G-4 2148.74 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1873.42 Day 59 Yes 44.45 31-90 Days IG-3 1758.43 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 27.48 Day 59 Yes 0.88 31-90 Days IG-4 24.99 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11638.29 Day 59 Yes 206.05 <7 Days IG-5 12098.47 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3843.02 Day 59 Yes 144.64 <7 Days IG-6 3966.87 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 12125.76 Day 59 No 388.09 <7 Days IG-7 12260.28 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11902.36 Day 59 Yes 70.73 7-30 Days IG-8 11672.01 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15347.32 Day 59 No 383.93 31-90 Days L-1 14344.36 No T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1828.06 Day 59 Yes 18.49 <7 Days L-10 1704.21 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 4052.15 Day 59 Yes 175.47 <7 Days L-11 4006.41 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7301.07 Day 59 Yes 213.83 <7 Days L-2 7854.76 No T+2 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9645.48 Day 59 No 92.49 7-30 Days L-3 9599.18 No T+1 No No Trading