TODO_TAGS_REVIEW
TODO_AP2_EXPORT_REVIEW

FICC-CME Cross-Margining Estimator

Estimates the initial-margin reduction from the FICC-CME cross-margining arrangement (customer expansion per SEC notice published 2025-12-22) by offsetting UST cash/repo DV01 against CME Treasury/SOFR futures DV01. Educational proxy.

Tool URL: https://ainumbers.co/chaingraph/art-51-cross-margining-benefit-estimator.html

post/v1/tools/estimate_cross_margin_benefit

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/estimate_cross_margin_benefit
  • Auth: none declared

Request body

account_typestring

type not evidenced by kernel source

cme_positionsunknown
confidence_levelunknown
mpor_daysunknown
ust_positionsunknown

Response

Successful tool execution result

account_type_notestring
cross_margined_iminteger
im_reduction_pctinteger
im_reduction_usdinteger
notestring
standalone_im_totalinteger

Changes

No recorded changes to this operation across all 1 revision of this API.