Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Refers to transactions involving the exchange of two currencies on a specific date at a rate agreed at the time of the conclusion of the contract (e.g., the “near” leg), and a reverse exchange of the same two currencies at a date further in the future at a rate (generally different from the rate applied to the near leg) agreed at the time of the contract (e.g., the “far” leg).