---
title: "FICC-CME Cross-Margining Estimator"
method: POST
path: "/v1/tools/estimate_cross_margin_benefit"
tags: ["TODO_TAGS_REVIEW", "TODO_AP2_EXPORT_REVIEW"]
---

# FICC-CME Cross-Margining Estimator

`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

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

## Request body

- object
  - `account_type` string: type not evidenced by kernel source
  - `cme_positions` unknown
  - `confidence_level` unknown
  - `mpor_days` unknown
  - `ust_positions` unknown

## Response `200`

Successful tool execution result

- object
  - `account_type_note` string
  - `assumptions` object
    - `bucket_corr` number
    - `cme_dv01_table` string
    - `confidence_level` number
    - `mpor_days` integer
  - `cross_margined_im` integer
  - `eligible_offsets` unknown[]
    - unknown
  - `im_reduction_pct` integer
  - `im_reduction_usd` integer
  - `ineligible_offsets` unknown[]
    - unknown
  - `note` string
  - `standalone_im_total` integer

---

[API](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite.md) · [All operations](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/llms.txt) · [OpenAPI document](https://skmtc.dev/ainumbers/apis/ainumbers-co-fintech-intelligence-suite/revisions/b462e4f5bb28?raw)