Inventory & Optimization
Real-time collateral inventory, cheapest-to-deliver allocation, and cost-of-funding optimization
Total Inventory
$156M
Sub-Optimal Allocations
2
Savings This Month
$184K
Assets Tracked
5
About This Agent
Data on this page
Five inventory positions across custodians — GBP Gilt 10Y at Euroclear, USD Cash at JPMorgan, German Bund 5Y at Clearstream, US Treasury 10Y at BNY Mellon, EUR Cash at Deutsche Bank — each with amount available, funding cost, and optimal/sub-optimal status.
What this agent does
Tracks real-time collateral inventory across every custodian and continuously runs cheapest-to-deliver optimization, comparing funding cost across eligible assets and reallocating away from expensive cash postings toward cheaper securities — the Transcend/Cassini-class optimization discipline, run here as an always-on agent that reallocates with one click.
Worked examples
- USD Cash at JPMorgan ($41,200,000, 0.38% funding cost) is flagged sub-optimal against German Bund 5Y at just 0.09%.
- EUR Cash at Deutsche Bank (€12,400,000, 0.31%) is also flagged sub-optimal.
- Reallocating both sub-optimal positions contributes toward the $184K in savings booked this month.
Collateral Inventory
| Asset | Custodian | Available | Funding Cost | Status | Action |
|---|---|---|---|---|---|
| GBP Gilt 10Y | Euroclear | £24,000,000 | 0.12% | Optimal | |
| USD Cash | JPMorgan | $41,200,000 | 0.38% | Sub-Optimal | |
| German Bund 5Y | Clearstream | €18,500,000 | 0.09% | Optimal | |
| US Treasury 10Y | BNY Mellon | $29,800,000 | 0.14% | Optimal | |
| EUR Cash | Deutsche Bank | €12,400,000 | 0.31% | Sub-Optimal |