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 No 5677.65 Open No 144.28 7-30 Days IG-1-Q 6177.38 Yes T+0 No Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16294.93 Open Yes 377.78 <7 Days IG-2-Q 16403.49 No T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 11153.59 Open Yes 294.31 <7 Days C-1 11603.20 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3914.83 Open No 35.63 31-90 Days CB-4 3639.72 Yes T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16608.61 Open Yes 352.68 31-90 Days E-10 18061.30 No T+2 No Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5198.93 Open Yes 227.73 <7 Days E-3 4910.01 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 9443.77 Open Yes 230.46 7-30 Days E-4 10170.30 No T+0 Yes Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 13716.03 Open No 451.48 <7 Days E-5 14387.91 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2002.68 Open Yes 5.67 31-90 Days E-6 2090.33 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3010.93 Open No 66.40 <7 Days E-7 3107.10 Yes T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14264.03 Open No 399.18 31-90 Days E-8 14781.04 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 7475.37 Open Yes 143.15 31-90 Days E-9 7919.33 No T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14491.66 Open Yes 7.81 7-30 Days G-4 13097.78 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15356.63 Open No 274.74 31-90 Days IG-3 15037.47 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3570.60 Open No 63.39 31-90 Days IG-4 3532.11 No T+1 Yes Yes Liberty Capital Markets Inc. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15088.25 Open Yes 121.05 31-90 Days IG-5 14167.65 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 9815.17 Open Yes 73.24 31-90 Days IG-6 9131.47 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9891.09 Open No 87.20 7-30 Days IG-7 9862.15 No T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 14498.44 Open No 606.81 7-30 Days IG-8 13146.34 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9081.18 Open Yes 202.66 7-30 Days L-1 9535.84 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1076.83 Open No 33.99 <7 Days L-10 974.01 No T+2 No Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16648.21 Open No 543.77 7-30 Days L-11 15581.59 No T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11782.91 Open No 102.44 7-30 Days L-2 11977.22 No T+0 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 7228.05 Open No 127.55 31-90 Days L-3 7934.83 No T+0 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12598.98 Open Yes 535.63 7-30 Days L-4 11399.97 Yes T+1 No No Funding