Latest data: SEC Form PF · Q4 2025 · Released Mar 15, 2026
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Counterparty Exposure: Aggregate Borrowing from Top 5 Prime Brokers

HedgeFund Monitor API
2026-07-19
3 min read

This dynamically generated template provides real-time API connectivity to the Office of Financial Research (OFR) database, specifically tracking Counterparty Risk metrics.

Tracking the extreme concentration of systemic credit risk resting on the balance sheets of the largest G-SIBs.

Interactive Data Visualization

Counterparty Exposure: Aggregate Borrowing from Top 5 Prime Brokers

Dynamically fetched data from the OFR Form PF API.

Updated [DATA: Live API]
Live Data Feed
Endpoint Mnemonic: CP_EXPOSURE_TOP_5
GET https://api.financialresearch.gov/v1/series?mnemonic=CP_EXPOSURE_TOP_5
Source: U.S. Office of Financial Researchhedgefundmonitor.com

API Endpoint Parameters

To integrate this specific time series into your own institutional dashboard, utilize the following REST parameters:

  • Endpoint: /v1/series
  • Mnemonic: CP_EXPOSURE_TOP_5
  • Format: JSON
  • Frequency: Quarterly (Delayed)

Note: This template relies on the Form PF dataset. If you are tracking counterparty data, cross-reference with the Fed SCOOS survey.

HedgeFund Monitor API

The HedgeFund Monitor Research Team aggregates and analyzes institutional-grade data from the U.S. Office of Financial Research (OFR). We specialize in systemic risk, leverage, and counterparty analysis across the private fund universe.

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Counterparty Exposure: Aggregate Borrowing from Top 5 Prime Brokers | HedgeFund Monitor | Hedge Fund Monitor