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 7211.02 Day 48 No 274.42 <7 Days L-8 7216.25 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2.79 Day 48 Yes 0.13 7-30 Days L-9 2.90 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 4172.68 Day 48 No 47.25 31-90 Days LC-1 4529.01 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16581.05 Day 48 Yes 493.50 <7 Days LC-2 16988.24 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 1038.13 Day 48 No 2.87 7-30 Days N-1 1131.79 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3608.90 Day 48 Yes 98.48 <7 Days N-2 3591.57 No T+0 Yes Yes Liberty Capital Markets Inc. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15801.86 Day 48 No 775.50 <7 Days N-3 17006.57 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 5233.40 Day 48 No 112.08 7-30 Days N-4 4854.80 Yes T+0 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 10547.23 Day 48 No 39.24 31-90 Days N-5 11278.73 No T+1 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2022.56 Day 48 No 91.75 <7 Days N-6 2051.16 No T+2 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 2526.36 Day 48 Yes 85.16 <7 Days N-7 2431.74 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16741.25 Day 48 No 55.26 <7 Days P-1 17413.81 No T+0 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 16098.88 Day 48 No 134.84 7-30 Days P-2 14840.93 Yes T+1 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 3677.94 Day 48 No 61.89 31-90 Days S-8 3376.61 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 10754.69 Day 48 No 271.10 7-30 Days Y-1 11216.07 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 2048.02 Day 48 No 67.32 31-90 Days Y-2 1880.71 No T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 11951.54 Day 48 No 560.07 31-90 Days Y-3 11341.84 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other No 15076.15 Day 48 No 374.90 <7 Days Y-4 15866.59 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 8570.73 Day 48 No 152.13 31-90 Days Z-1 7863.50 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 16286.85 Day 48 No 301.85 31-90 Days A-2 16175.64 No T+2 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 15614.22 Day 48 No 548.38 <7 Days A-3 15446.79 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 12710.13 Day 48 No 340.33 31-90 Days A-4 13105.51 No T+2 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 9732.24 Day 48 Yes 476.93 31-90 Days A-5 8873.58 Yes T+0 No Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 13359.89 Day 48 Yes 367.49 7-30 Days CB-1 12248.96 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Other Yes 3380.35 Day 48 Yes 143.69 7-30 Days CB-2 3196.38 No T+0 No Yes Liberty National Bank Funding