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 46 None Liberty International Finance Ltd. Sovereign 81228.93 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 50368.37 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 43574.02 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 2313.77 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 14780.25 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Liberty Capital Markets Inc. Sovereign 66206.78 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 72566.00 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 21815.21 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Liberty Capital Markets Inc. Sovereign 58546.28 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 46 None Sovereign 10121.21 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 54714.79 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty International Finance Ltd. Sovereign 45548.58 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 12998.97 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty International Finance Ltd. Sovereign 22726.83 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 7682.09 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty Mortgage Services Corp. Sovereign 86949.47 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 81478.64 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty International Finance Ltd. Sovereign 20287.21 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty International Finance Ltd. Sovereign 62419.49 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty International Finance Ltd. Sovereign 21404.89 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 52931.94 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 12116.97 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Liberty International Finance Ltd. Sovereign 22948.65 Yes None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 47145.62 No None
2025-10-09 Liberty National Bank I.S.9 Synthetic Customer Longs USD Day 47 None Sovereign 36842.65 No None