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 8451.75 121 - 150 Days Yes 11.91 <7 Days IG-2-Q 8110.38 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16180.08 121 - 150 Days Yes 563.65 31-90 Days C-1 15156.93 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16027.75 121 - 150 Days No 104.66 31-90 Days CB-4 16829.68 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 17076.73 121 - 150 Days Yes 666.94 <7 Days E-10 16390.48 No T+1 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6382.24 121 - 150 Days Yes 312.79 <7 Days E-3 6515.06 Yes T+2 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6679.39 121 - 150 Days Yes 34.30 <7 Days E-4 7307.38 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13938.29 121 - 150 Days No 60.76 31-90 Days E-5 12920.79 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16464.07 121 - 150 Days Yes 624.46 7-30 Days E-6 17325.37 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9261.79 121 - 150 Days Yes 264.94 7-30 Days E-7 9947.36 Yes T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3777.62 121 - 150 Days Yes 162.48 <7 Days E-8 4081.52 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10807.18 121 - 150 Days Yes 433.52 31-90 Days E-9 11603.19 Yes T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 12994.52 121 - 150 Days Yes 145.25 31-90 Days G-4 13961.95 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14174.02 121 - 150 Days No 89.38 7-30 Days IG-3 14340.00 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6375.82 121 - 150 Days Yes 112.03 7-30 Days IG-4 5928.59 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13067.53 121 - 150 Days Yes 540.87 31-90 Days IG-5 12264.91 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5582.95 121 - 150 Days Yes 259.44 <7 Days IG-6 5525.04 No T+2 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5612.77 121 - 150 Days No 64.17 <7 Days IG-7 5523.61 No T+0 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 552.26 121 - 150 Days Yes 11.45 7-30 Days IG-8 583.81 No T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16326.46 121 - 150 Days Yes 127.94 7-30 Days L-1 14960.19 Yes T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8551.35 121 - 150 Days No 280.05 7-30 Days L-10 8265.62 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 6923.14 121 - 150 Days Yes 170.77 31-90 Days L-11 7147.11 No T+1 No Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15766.20 121 - 150 Days Yes 717.66 31-90 Days L-2 15124.18 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12803.20 121 - 150 Days Yes 467.40 7-30 Days L-3 13508.49 No T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12984.27 121 - 150 Days No 310.30 7-30 Days L-4 12101.09 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14002.12 121 - 150 Days Yes 566.79 <7 Days L-5 13790.84 No T+0 Yes No Trading