Margin Service API - Analytics - Margin Matrix over API
Response StructureÂ
Name | Type | Required | Notes |
---|---|---|---|
Status | Yes | ||
Error Code | No | ||
Error Message | No | ||
MarignMatrix IDÂ | Yes | The title of the margin matrix | |
Payload Format | Yes |
Â
Â
REST Request type:Â GET
Vanilla Margin MatrixÂ
RequestÂ
/MarginServiceApi/1.4/analytics/margin-matrix/us-vanilla
ResponseÂ
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginMatrixRpt
xmlns:ns2="http://cmegroup.com/schema/core/1.4" status="SUCCESS">
<marginMatrix id="us-vanilla">
<payload format="CSV">
<string>"currency","fx rate","currency equivalent","tenor","pay","pay local","receive","receive local","par rate"
"AUD","0.73713696004717676544","USD","2","636269.278885807492770254611968994140625","863162.9037364864","497699.808153203339315950870513916015625","675179.5597406357","2.014331"
"AUD","0.73713696004717676544","USD","5","1374285.56210516509599983692169189453125","1864355.7935518670","1305439.27867422555573284626007080078125","1770958.9254494544","2.04"
"AUD","0.73713696004717676544","USD","10","1921905.2143355570733547210693359375","2607256.6137676167","2470491.8118474693037569522857666015625","3351469.1919522769","2.290475"
"AUD","0.73713696004717676544","USD","30","5975831.071219756267964839935302734375","8106812.4312167214","5441855.801246166229248046875","7382421.5799705491","2.669775"
"CAD","0.77166448028397252874","USD","2","512241.521436290233395993709564208984375","663813.7876292885","412241.2827233479474671185016632080078125","534223.4782811866","0.88383872"
"CAD","0.77166448028397252874","USD","5","1181044.03417655662633478641510009765625","1530514.9638893997","1432422.70621073734946548938751220703125","1856276.5849784945","0.97104967"
"CAD","0.77166448028397252874","USD","10","2437186.6798237222246825695037841796875","3158350.2183835616","2275597.2760796365328133106231689453125","2948946.5100716010","1.38337711"
"CAD","0.77166448028397252874","USD","30","6305813.584614484570920467376708984375","8171703.8243019106","5065350.315619868226349353790283203125","6564187.4740117872","1.87037358"
"CHF","1.0370216737529814373","USD","2","410377.107030076789669692516326904296875","395726.6443091030","302280.0541584364254958927631378173828125","291488.6562249802","-0.770185"
"CHF","1.0370216737529814373","USD","5","1083607.69287038990296423435211181640625","1044922.8982349170","977165.845155367744155228137969970703125","942281.0244833211","-0.64985"
"CHF","1.0370216737529814373","USD","10","2840808.8904786296188831329345703125","2739392.0130885425","2135372.0281813032925128936767578125","2059139.2467752308","-0.26634"
"CHF","1.0370216737529814373","USD","30","7523744.8950148709118366241455078125","7255147.2022628400","6967577.94692800380289554595947265625","6718835.4142226741","0.220407"
"DKK","0.15107337633888779780","USD","2","95917.2114894363185157999396324157714843","634904.7980120258","56595.1730986295151524245738983154296875","374620.4292917583","0.037326"
"DKK","0.15107337633888779780","USD","5","184393.805401212419383227825164794921875","1220557.9160922454","183587.9085725841287057846784591674804687","1215223.4432145061","0.231798"
"DKK","0.15107337633888779780","USD","10","384607.1537385970004834234714508056640625","2545830.1327418951","367893.8631771241198293864727020263671875","2435199.8485283377","0.737475"
"DKK","0.15107337633888779780","USD","30","1357681.2574551007710397243499755859375","8986899.5474725485","971198.745909636490978300571441650390625","6428655.8587996568","1.243494"
"EUR","1.1232168931820734584","USD","2","547419.337975849979557096958160400390625","487367.4365998992","514790.08975149481557309627532958984375","458317.6169057558","-0.159105"
"EUR","1.1232168931820734584","USD","5","1491228.95244203810580074787139892578125","1327641.1363591465","1895994.08397595142014324665069580078125","1688003.5329637895","-0.020405"
"EUR","1.1232168931820734584","USD","10","2974667.33545754291117191314697265625","2648346.3287578505","3388623.126433988101780414581298828125","3016891.1694641796","0.46243"
"EUR","1.1232168931820734584","USD","30","11460568.785957582294940948486328125","10203344.3901380355","7979818.837254914455115795135498046875","7104432.7108080503","0.943184"
"GBP","1.4212620807276861853","USD","2","661680.749337394139729440212249755859375","465558.5752337905","777531.333355196751654148101806640625","547071.0461487164","0.73802054"
"GBP","1.4212620807276861853","USD","5","1868424.42581098270602524280548095703125","1314623.4260006074","2181854.780609891749918460845947265625","1535153.0236371198","0.93236022"
"GBP","1.4212620807276861853","USD","10","3465270.2990441271103918552398681640625","2438164.1824074478","3764459.1673263865523040294647216796875","2648673.4701308456","1.28114944"
"GBP","1.4212620807276861853","USD","30","12281429.07879072614014148712158203125","8641213.4998371549","8385678.91199822723865509033203125","5900163.6824819527","1.5052926"
"HKD","0.12888424905592287567","USD","2","62535.0163580518637900240719318389892578","485202.9384204886","88090.8550466346641769632697105407714843","683488.1352213337","0.974656"
"HKD","0.12888424905592287567","USD","5","143943.8217246586282271891832351684570312","1116845.7183794538","229260.2128799491038080304861068725585937","1778807.0657142371","1.240564"
"HKD","0.12888424905592287567","USD","10","340587.8831309035304002463817596435546875","2642587.3264243674","417195.4279778297641314566135406494140625","3236977.6061371834","1.550483"
"JPY","0.0095849707658391641905","USD","2","995.20875996102881799743045121431350708","103830.1299267341","732.796701445009603048674762248992919921","76452.6798617579","-0.150657"
"JPY","0.0095849707658391641905","USD","5","4897.798850868839508621022105216979980468","510987.3541111460","5618.199382254010743054095655679702758789","586146.7415505609","-0.14897"
"JPY","0.0095849707658391641905","USD","10","17413.0130771664626081474125385284423828","1816699.6543407770","18152.7830532909902103710919618606567382","1893879.8559498490","0.014902"
"JPY","0.0095849707658391641905","USD","30","73009.68634847062639892101287841796875","7617100.5767359405","56441.1669386938956449739634990692138671","5888506.9467139341","0.375594"
"NOK","0.11936165387507609305","USD","2","60829.0659773588049574755132198333740234","509619.8318517143","52190.9660994619625853374600410461425781","437250.6948846824","0.911308"
"NOK","0.11936165387507609305","USD","5","147319.8863561403122730553150177001953125","1234231.2759031079","139427.7750085018051322549581527709960937","1168111.9562437273","1.049678"
"NOK","0.11936165387507609305","USD","10","263117.2411447927006520330905914306640625","2204369.9345869588","302075.7438665477675385773181915283203125","2530760.3745395505","1.452908"
"NOK","0.11936165387507609305","USD","30","709311.9786030463874340057373046875","5942544.8255384623","681895.48420342314057052135467529296875","5712852.1771078587","1.73595"
"NZD","0.70437416355568077763","USD","2","517031.4354335300740785896778106689453125","734029.5288849826","462443.42450053640641272068023681640625","656530.9297634115","2.30345"
"NZD","0.70437416355568077763","USD","5","1087553.56874595698900520801544189453125","1543999.8015486351","874563.932069457951001822948455810546875","1241618.4143590095","2.475348"
"NZD","0.70437416355568077763","USD","10","1857175.61574020260013639926910400390625","2636632.2216663656","1787496.19302463042549788951873779296875","2537708.3452370678","2.84398"
"SEK","0.11992564609941836062","USD","2","67007.4589129388332366943359375","558741.6961455405","51217.502415812668914441019296646118164","427077.1438942539","-0.388042"
"SEK","0.11992564609941836062","USD","5","151219.1047658281750045716762542724609375","1260940.5050898582","165706.1505264440202154219150543212890625","1381740.7361647535","0.111673"
"SEK","0.11992564609941836062","USD","10","332294.626900083501823246479034423828125","2770838.7464063463","332992.9677741003106348216533660888671875","2776661.8617843354","0.887153"
"SEK","0.11992564609941836062","USD","30","886914.363217775360681116580963134765625","7395535.4176914198","847312.417578464490361511707305908203125","7065314.5939780262","1.732088"
"SGD","0.74150971377725048198","USD","2","520522.2909415443427860736846923828125","701976.3615637667","456362.8048717768979258835315704345703125","615450.8786500783","1.6141875"
"SGD","0.74150971377725048198","USD","5","1142163.0295924581587314605712890625","1540321.0617083891","1189103.9926940761506557464599609375","1603625.6445472311","1.923625"
"SGD","0.74150971377725048198","USD","10","1916464.871071779169142246246337890625","2584544.5251274014","1852056.65441787801682949066162109375","2497683.6041479503","2.3025639"
"USD","1","USD","2","471345.176155709079466760158538818359375","471345.1761557091","671505.9367023496888577938079833984375","671505.9367023497","0.87729"
"USD","1","USD","5","1353721.98600377351976931095123291015625","1353721.9860037735","1820061.09183407132513821125030517578125","1820061.0918340713","1.149439"
"USD","1","USD","10","2933211.265895831398665904998779296875","2933211.2658958314","3670150.73634366691112518310546875","3670150.7363436669","1.536934"
"USD","1","USD","30","8439077.74479730241000652313232421875","8439077.7447973024","7278405.5357608534395694732666015625","7278405.5357608534","2.005115"
"MXN","0.052761538948568051833","USD","2","59856.337384500191546976566314697265625","1134469.1337159090","53587.3092510158530785702168941497802734","1015650.9896963537","4.963018"
"MXN","0.052761538948568051833","USD","5","112325.0340345850854646414518356323242187","2128918.8350642980","125353.7426614958676509559154510498046875","2375854.5554118635","5.536717"
"MXN","0.052761538948568051833","USD","10","197689.458407968864776194095611572265625","3746847.8430979155","230835.92698603565804660320281982421875","4375079.4913517310","6.175657"
</string>
</payload>
</marginMatrix>
</ns2:marginMatrixRpt>
OIS Margin MatrixÂ
RequestÂ
/MarginServiceApi/1.4/analytics/margin-matrix/us-ois
ResponseÂ
<?xml version="1.0" encoding="UTF-8" standalone="yes"?>
<ns2:marginMatrixRpt
xmlns:ns2="http://cmegroup.com/schema/core/1.4" status="SUCCESS">
<marginMatrix id="us-ois">
<payload format="CSV">
<string>"currency","fx rate","currency equivalent","tenor","pay","pay local","receive","receive local","par rate"
"USD","1","USD","0.25","20214.4925879772126791067421436309814453","20214.4925879772","24945.2500956197109189815819263458251953","24945.2500956197","0.39265"
"USD","1","USD","1","171757.580603217124007642269134521484375","171757.5806032171","250527.5616142257058527320623397827148437","250527.5616142257","0.489"
"USD","1","USD","5","1389419.63407970150001347064971923828125","1389419.6340797015","1853812.048591467551887035369873046875","1853812.0485914676","0.312938"
"USD","1","USD","10","3575374.2315902146510779857635498046875","3575374.2315902147","3860134.2064775428734719753265380859375","3860134.2064775429","0.335"
"EUR","1.1232168931820734584","USD","0.25","39448.8097975591226713731884956359863281","35121.2753627669","30848.7034279279359907377511262893676757","27464.6006618842","-0.350071"
"EUR","1.1232168931820734584","USD","1","223772.9095729849941562861204147338867187","199225.0213928285","206394.8680393449612893164157867431640625","183753.3510154288","-0.385387"
"EUR","1.1232168931820734584","USD","5","1384176.11429084767587482929229736328125","1232331.9945531417","2097530.4233625628985464572906494140625","1867431.3359196897","-0.311099"
"EUR","1.1232168931820734584","USD","10","3188858.464675265364348888397216796875","2839040.6911003888","3662409.2153214900754392147064208984375","3260642.9244007226","0.188491"
"JPY","0.0095849707658391641905","USD","0.25","130.296063438398107336979592218995094299","13593.7882985281","71.26341676137128899881645338609814643859","7434.9122707139","-0.127725"
"JPY","0.0095849707658391641905","USD","1","551.959886214678817850654013454914093017","57585.9749287774","278.856359637105299498216481879353523254","29093.0840009392","-0.219225"
"JPY","0.0095849707658391641905","USD","5","4787.939975105509802233427762985229492187","499525.7776027578","5531.860265922011421935167163610458374023","577138.9815436435","-0.289189"
"JPY","0.0095849707658391641905","USD","10","19478.0112780379567993804812431335449218","2032140.9166377000","17887.574568933669070247560739517211914","1866210.6547768497","-0.152188"
"GBP","1.4212620807276861853","USD","0.25","46678.7618889246732578612864017486572265","32843.1768650474","55479.3764560358031303621828556060791015","39035.2892744668","0.4204"
"GBP","1.4212620807276861853","USD","1","264704.8738726113806478679180145263671875","186246.3492567694","321719.09312372677959501743316650390625","226361.5539218542","0.38955"
"GBP","1.4212620807276861853","USD","5","1807074.97845432278700172901153564453125","1271457.9548404615","2064699.56044762698002159595489501953125","1452722.6107309503","0.56880099"
"GBP","1.4212620807276861853","USD","10","4012715.5821098345331847667694091796875","2823346.6835724796","4025582.596802909858524799346923828125","2832399.9151105274","0.96460774"
</string>
</payload>
</marginMatrix>
</ns2:marginMatrixRpt>
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