Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.S.9: Synthetic Customer Longs

Report Date Reporting Entity PID Product Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Counterparty G-SIB Maturity Amount Maturity Optionality Effective Maturity Bucket Encumbrance Type Internal Risk Weight
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty International Finance Ltd. Sovereign 49642.08 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 14310.79 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Capital Markets Inc. Sovereign 47224.78 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 4202.10 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Capital Markets Inc. Sovereign 23857.58 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 53225.81 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 84321.12 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 18574.79 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 69710.25 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 57076.65 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 10244.94 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Mortgage Services Corp. Sovereign 15404.38 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 50510.22 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Mortgage Services Corp. Sovereign 33100.62 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 61693.19 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Mortgage Services Corp. Sovereign 7522.16 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 63732.06 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 19247.81 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Mortgage Services Corp. Sovereign 51844.40 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty International Finance Ltd. Sovereign 22116.20 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 34804.48 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 22041.09 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Sovereign 47224.69 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty International Finance Ltd. Sovereign 21867.32 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 3 None Liberty Mortgage Services Corp. Sovereign 62102.43 Yes None