Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.9: Synthetic Customer Shorts

Refers to total return swaps booked in client accounts, where the reporting entity is economically long the underlying reference asset and the client is economically short. Use the [Maturity Bucket] to designate the earliest date a transaction could be unwound or terminated. Use the [Collateral Class] field to designate the reference asset of the transaction.