This topic describes Cleared OTC FX pricing curve inputs for CME Group DataMine.

This dataset represents the key pricing curve inputs used to construct the daily pricing curves for the valuation of OTC FX products.

Contents

Resources

Dates Available

FX Close Quote data historically dates back one year.

Sample Files

Dataset	Sample File

Dataset	Sample File
FX Close Quotes	08/09/2024

What format is the file delivered in?

Data is provided in .csv format.

What is the average daily file size?

The average daily file size is less than 50KB

Do you have sample files available?

Yes, see Sample Files section.

How many files are available per day?

37 files are available daily.

What is the delivery frequency of the data?

Daily