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 15713.61 Day 59 Yes 170.92 31-90 Days A-4 15787.61 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6828.98 Day 59 Yes 273.07 31-90 Days A-5 6855.78 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13055.32 Day 59 Yes 414.97 7-30 Days CB-1 14064.68 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10118.35 Day 59 No 469.44 <7 Days CB-2 9239.65 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10991.29 Day 59 Yes 430.55 31-90 Days CB-3 11765.93 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 7795.75 Day 59 Yes 266.94 7-30 Days E-1 7082.51 Yes T+1 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11039.38 Day 59 Yes 59.77 <7 Days E-2 10507.47 No T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 8338.55 Day 59 Yes 121.39 31-90 Days G-1 7877.07 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 11765.82 Day 59 No 216.83 <7 Days G-2 11361.91 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9116.65 Day 59 No 23.17 <7 Days G-3 8890.02 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8156.02 Day 59 No 349.89 31-90 Days IG-1 7796.61 Yes T+2 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4295.55 Day 59 Yes 69.22 31-90 Days IG-2 4659.08 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14769.58 Day 59 Yes 518.10 31-90 Days S-1 15831.02 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9636.62 Day 59 Yes 181.19 <7 Days S-2 10391.59 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11135.72 Day 59 No 136.66 7-30 Days S-3 10723.96 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10286.44 Day 59 Yes 140.78 31-90 Days S-4 11269.72 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10129.82 Day 59 No 429.22 7-30 Days S-5 10187.23 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13779.76 Day 59 No 545.52 <7 Days S-6 13554.42 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 1234.66 Day 59 Yes 5.54 <7 Days S-7 1117.30 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6800.21 Day 60 No 155.50 31-90 Days A-0-Q 6569.29 No T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15294.55 Day 60 Yes 90.61 <7 Days A-1-Q 16475.67 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7367.80 Day 60 Yes 304.53 7-30 Days A-2-Q 6676.98 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3207.93 Day 60 Yes 117.36 <7 Days A-3-Q 3324.34 Yes T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11445.07 Day 60 No 245.87 31-90 Days A-4-Q 12447.70 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9195.25 Day 60 Yes 145.97 7-30 Days A-5-Q 8954.04 No T+0 Yes Yes Liberty Wealth Management LLC Funding