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 7833.21 Day 60 Yes 261.73 31-90 Days CB-1-Q 7272.90 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15459.44 Day 60 Yes 594.30 <7 Days CB-2-Q 16612.50 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 11716.66 Day 60 No 20.84 31-90 Days S-1-Q 12735.47 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9756.65 Day 60 No 342.12 <7 Days S-2-Q 9681.23 No T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16227.87 Day 60 No 627.56 31-90 Days S-3-Q 14952.99 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11587.17 Day 60 No 520.18 <7 Days S-4-Q 12446.74 No T+1 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9737.08 Day 60 No 369.63 <7 Days CB-3-Q 9285.99 No T+2 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9322.08 Day 60 Yes 74.30 7-30 Days G-1-Q 9670.38 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13490.91 Day 60 No 475.00 <7 Days G-2-Q 13017.35 Yes T+0 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8528.38 Day 60 Yes 58.96 31-90 Days G-3-Q 9163.32 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 12268.20 Day 60 No 100.97 7-30 Days S-5-Q 12360.83 Yes T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4471.26 Day 60 Yes 43.72 31-90 Days S-6-Q 4865.89 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3360.36 Day 60 Yes 165.93 7-30 Days S-7-Q 3482.69 No T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1595.78 Day 60 Yes 18.08 7-30 Days E-1-Q 1609.54 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9779.17 Day 60 No 3.89 31-90 Days E-2-Q 9366.96 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12879.74 Day 60 Yes 349.54 31-90 Days IG-1-Q 13106.72 No T+0 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15469.09 Day 60 Yes 155.33 7-30 Days IG-2-Q 14100.10 Yes T+1 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13905.35 Day 60 Yes 514.06 <7 Days C-1 14274.38 Yes T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5440.14 Day 60 No 181.56 <7 Days CB-4 4950.88 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 813.46 Day 60 No 8.66 7-30 Days E-10 841.81 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15910.89 Day 60 Yes 549.91 31-90 Days E-3 15553.99 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3482.32 Day 60 Yes 64.66 7-30 Days E-4 3282.15 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 15965.86 Day 60 Yes 235.88 7-30 Days E-5 17171.98 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8863.20 Day 60 Yes 425.50 <7 Days E-6 9453.95 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4069.56 Day 60 No 29.53 <7 Days E-7 4076.63 Yes T+1 No Yes Liberty Capital Markets Inc. Funding