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 15751.74 Perpetual Yes 47.96 31-90 Days L-5 15752.94 Yes T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2106.56 Perpetual No 64.01 31-90 Days L-6 2272.24 No T+0 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14450.56 Perpetual No 587.09 7-30 Days L-7 14197.65 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11122.44 Perpetual No 353.34 7-30 Days L-8 11312.21 No 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 4955.56 Perpetual No 110.21 31-90 Days L-9 5169.32 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2625.28 Perpetual No 125.74 7-30 Days LC-1 2623.66 Yes T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 6659.73 Perpetual Yes 58.95 31-90 Days LC-2 6336.48 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9607.79 Perpetual No 320.78 7-30 Days N-1 9557.21 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 936.19 Perpetual No 16.57 <7 Days N-2 862.41 No T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 14545.12 Perpetual Yes 522.14 <7 Days N-3 14630.39 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5986.62 Perpetual Yes 262.45 <7 Days N-4 6178.96 No T+1 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11621.10 Perpetual No 4.78 7-30 Days N-5 11957.71 No T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 415.16 Perpetual Yes 6.33 7-30 Days N-6 450.30 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10779.16 Perpetual Yes 222.04 7-30 Days N-7 11009.43 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11660.18 Perpetual Yes 57.79 <7 Days P-1 11397.45 Yes T+0 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15172.30 Perpetual No 15.76 7-30 Days P-2 15583.51 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 14635.70 Perpetual Yes 67.87 <7 Days S-8 13533.54 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11216.39 Perpetual No 475.21 31-90 Days Y-1 11519.94 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5665.80 Perpetual Yes 119.71 <7 Days Y-2 5107.97 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3666.34 Perpetual Yes 42.59 <7 Days Y-3 3749.61 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10970.47 Perpetual Yes 21.46 31-90 Days Y-4 10923.57 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 4717.53 Perpetual Yes 28.68 <7 Days Z-1 4816.97 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 5535.08 Perpetual Yes 150.88 7-30 Days A-2 5581.59 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 3690.12 Perpetual Yes 181.85 <7 Days A-3 3715.56 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3383.02 Perpetual Yes 93.41 7-30 Days A-4 3501.49 No T+2 Yes Yes Liberty Wealth Management LLC Securities Finance