Hi Paul,
As per my knowledge, i doubt whether such report exists in standard SAP. I believe you will need to develop a customized report with the help of an abaper for your requirement.
Please check some standard reports for monitoring consignment stock.
MBBS is the transaction to show sales order specific stock.
MB54 - Consignment Stock
MB58- List of customer, material and quantity
MB5B -List historic stock levels, enter W as special stock indicator AND set the radio button in the section below to Special stock before you execute
Regards,