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Response Structure 

 

NameTypeRequiredNotes
StatusAsync StatusYes 
Error CodeAsync StatusNo 
Error MessageAsync StatusNo 
MarignMatrix ID StringYesThe title of the margin matrix
Payload FormatTransaction TypeYes 


REST Request type: GET

Swaptions Buy Margin Matrix 

Request  
/MarginServiceApi/1.4/analytics/margin-matrix/us-swaptions-buy

Response
 <?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-swaptions-buy">
 <payload format="CSV">
 <string>&quot;buy/sell&quot;,&quot;direction&quot;,&quot;tenor&quot;,&quot;swaption&quot;,&quot;swap&quot;,&quot;combined&quot;,&quot;savings&quot;,&quot;par rate&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1M1Y&quot;,&quot;58908.2628398196102352812886238098144531&quot;,&quot;108960.3382644544471986591815948486328125&quot;,&quot;22660.5493927587558573577553033828735351&quot;,&quot;86.501019700&quot;,&quot;0.8252766&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;3M1Y&quot;,&quot;78739.4971386593970237299799919128417968&quot;,&quot;135706.6318986787518952041864395141601562&quot;,&quot;24787.3291266863561759237200021743774414&quot;,&quot;88.441232700&quot;,&quot;0.8762986&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1Y1Y&quot;,&quot;170641.76560359657742083072662353515625&quot;,&quot;244488.9636621280224062502384185791015625&quot;,&quot;48145.2953465715108904987573623657226562&quot;,&quot;88.402377400&quot;,&quot;1.0541414&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1M2Y&quot;,&quot;150398.3370234778558369725942611694335937&quot;,&quot;347958.931921974639408290386199951171875&quot;,&quot;44392.5542661230283556506037712097167968&quot;,&quot;91.092223000&quot;,&quot;0.9478664&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;3M2Y&quot;,&quot;197141.172238007304258644580841064453125&quot;,&quot;391986.782845611101947724819183349609375&quot;,&quot;51812.98017148091457784175872802734375&quot;,&quot;91.205139800&quot;,&quot;0.9895803&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1Y2Y&quot;,&quot;354960.6243509129271842539310455322265625&quot;,&quot;477325.1770659124595113098621368408203125&quot;,&quot;120980.7162773365271277725696563720703125&quot;,&quot;85.464041800&quot;,&quot;1.1452079&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;2Y2Y&quot;,&quot;411646.026095546199940145015716552734375&quot;,&quot;467920.8489617444574832916259765625&quot;,&quot;165141.7967282648605760186910629272460937&quot;,&quot;81.224645700&quot;,&quot;1.3222476&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1M5Y&quot;,&quot;439744.0311659421422518789768218994140625&quot;,&quot;904967.529958299477584660053253173828125&quot;,&quot;146421.5999825422768481075763702392578125&quot;,&quot;89.111300600&quot;,&quot;1.23236&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;3M5Y&quot;,&quot;545183.052903054165653884410858154296875&quot;,&quot;920395.170502399676479399204254150390625&quot;,&quot;138752.6322356478485744446516036987304687&quot;,&quot;90.532567300&quot;,&quot;1.2653269&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1Y5Y&quot;,&quot;784128.54542423156090080738067626953125&quot;,&quot;1036433.55588317499496042728424072265625&quot;,&quot;246405.6315679656690917909145355224609375&quot;,&quot;86.465409200&quot;,&quot;1.4064312&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;2Y5Y&quot;,&quot;966328.95368006057105958461761474609375&quot;,&quot;1153945.255195337347686290740966796875&quot;,&quot;328285.8245107432012446224689483642578125&quot;,&quot;84.516822300&quot;,&quot;1.5797327&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1M10Y&quot;,&quot;836588.73487031622789800167083740234375&quot;,&quot;1865097.46183771896176040172576904296875&quot;,&quot;240275.7257812967582140117883682250976562&quot;,&quot;91.106453200&quot;,&quot;1.6180564&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;3M10Y&quot;,&quot;1044115.89878324442543089389801025390625&quot;,&quot;1898021.3895288011990487575531005859375&quot;,&quot;251248.3975993410276714712381362915039062&quot;,&quot;91.460344200&quot;,&quot;1.6445039&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1Y10Y&quot;,&quot;1365629.01732894661836326122283935546875&quot;,&quot;2037109.2270520986057817935943603515625&quot;,&quot;409953.6483985900995321571826934814453125&quot;,&quot;87.952242600&quot;,&quot;1.756138&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;2Y10Y&quot;,&quot;1540021.64617156912572681903839111328125&quot;,&quot;1964285.49914522026665508747100830078125&quot;,&quot;453307.0579692297033034265041351318359375&quot;,&quot;87.064288600&quot;,&quot;1.8895916&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1M30Y&quot;,&quot;2028777.34072753996588289737701416015625&quot;,&quot;3748425.94386549480259418487548828125&quot;,&quot;597709.948052281397394835948944091796875&quot;,&quot;89.653991400&quot;,&quot;2.0867523&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;3M30Y&quot;,&quot;2570748.592671046964824199676513671875&quot;,&quot;3780979.373533719219267368316650390625&quot;,&quot;656370.871586199500598013401031494140625&quot;,&quot;89.666262900&quot;,&quot;2.097161&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;1Y30Y&quot;,&quot;3295023.6421482251025736331939697265625&quot;,&quot;3954425.62634900398552417755126953125&quot;,&quot;837568.57741969637572765350341796875&quot;,&quot;88.446452300&quot;,&quot;2.1407489&quot;
&quot;buy&quot;,&quot;PAY&quot;,&quot;2Y30Y&quot;,&quot;3607493.0971361757256090641021728515625&quot;,&quot;3826219.703344727866351604461669921875&quot;,&quot;978386.79337221081368625164031982421875&quot;,&quot;86.838517700&quot;,&quot;2.1909779&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1M1Y&quot;,&quot;51674.5357456149722565896809101104736328&quot;,&quot;92458.8598291376110864803194999694824218&quot;,&quot;22942.4363826655135198961943387985229492&quot;,&quot;84.082497800&quot;,&quot;0.8252766&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;3M1Y&quot;,&quot;67775.0392735493369400501251220703125&quot;,&quot;115109.5615771105221938341856002807617187&quot;,&quot;24706.0144303404013044200837612152099609&quot;,&quot;86.490926900&quot;,&quot;0.8762986&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1Y1Y&quot;,&quot;130905.3564898795884801074862480163574218&quot;,&quot;178702.9149243029823992401361465454101562&quot;,&quot;48291.9508478183197439648211002349853515&quot;,&quot;84.402241400&quot;,&quot;1.0541414&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1M2Y&quot;,&quot;142289.8518458981998264789581298828125&quot;,&quot;255321.3279878842295147478580474853515625&quot;,&quot;44458.7951261201233137398958206176757812&quot;,&quot;88.818524900&quot;,&quot;0.9478664&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;3M2Y&quot;,&quot;190298.9791938226844649761915206909179687&quot;,&quot;272562.7228156700148247182369232177734375&quot;,&quot;51628.8486364959026104770600795745849609&quot;,&quot;88.845729000&quot;,&quot;0.9895803&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1Y2Y&quot;,&quot;290132.174434314831160008907318115234375&quot;,&quot;335634.392374529503285884857177734375&quot;,&quot;123615.9006959177495446056127548217773437&quot;,&quot;80.245684700&quot;,&quot;1.1452079&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;2Y2Y&quot;,&quot;371522.6685816309764049947261810302734375&quot;,&quot;361281.40992976468987762928009033203125&quot;,&quot;165460.08043580339290201663970947265625&quot;,&quot;77.420966200&quot;,&quot;1.3222476&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1M5Y&quot;,&quot;447757.1816038020770065486431121826171875&quot;,&quot;693777.41113736131228506565093994140625&quot;,&quot;146682.5966961470548994839191436767578125&quot;,&quot;87.150402800&quot;,&quot;1.23236&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;3M5Y&quot;,&quot;531530.239944804110564291477203369140625&quot;,&quot;701597.385541196563281118869781494140625&quot;,&quot;138782.5159760609385557472705841064453125&quot;,&quot;88.745486400&quot;,&quot;1.2653269&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1Y5Y&quot;,&quot;764876.80761723755858838558197021484375&quot;,&quot;790390.4536352031864225864410400390625&quot;,&quot;246780.066812139120884239673614501953125&quot;,&quot;84.132626400&quot;,&quot;1.4064312&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;2Y5Y&quot;,&quot;972967.31287983688525855541229248046875&quot;,&quot;888532.7229644362814724445343017578125&quot;,&quot;327955.69996995967812836170196533203125&quot;,&quot;82.382181400&quot;,&quot;1.5797327&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1M10Y&quot;,&quot;851794.13024650397710502147674560546875&quot;,&quot;1471993.45757946185767650604248046875&quot;,&quot;239487.3500214909145142883062362670898437&quot;,&quot;89.694094600&quot;,&quot;1.6180564&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;3M10Y&quot;,&quot;1118562.18657392892055213451385498046875&quot;,&quot;1488668.909508361481130123138427734375&quot;,&quot;251361.7738913877110462635755538940429687&quot;,&quot;90.359052800&quot;,&quot;1.6445039&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1Y10Y&quot;,&quot;1541064.00325339124538004398345947265625&quot;,&quot;1614473.632466868497431278228759765625&quot;,&quot;408683.117467158357612788677215576171875&quot;,&quot;87.048700900&quot;,&quot;1.756138&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;2Y10Y&quot;,&quot;1675157.7666125111281871795654296875&quot;,&quot;1733250.33573174267075955867767333984375&quot;,&quot;455838.001530542620457708835601806640625&quot;,&quot;86.626073300&quot;,&quot;1.8895916&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1M30Y&quot;,&quot;2015461.98232867685146629810333251953125&quot;,&quot;4216159.949268107302486896514892578125&quot;,&quot;599112.58461440517567098140716552734375&quot;,&quot;90.385928600&quot;,&quot;2.0867523&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;3M30Y&quot;,&quot;2606896.7413117624819278717041015625&quot;,&quot;4224223.42960049770772457122802734375&quot;,&quot;657043.2218205151148140430450439453125&quot;,&quot;90.381618200&quot;,&quot;2.097161&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;1Y30Y&quot;,&quot;3408452.8833257830701768398284912109375&quot;,&quot;4269340.3150678835809230804443359375&quot;,&quot;836827.1011680825613439083099365234375&quot;,&quot;89.100681900&quot;,&quot;2.1407489&quot;
&quot;buy&quot;,&quot;RECEIVE&quot;,&quot;2Y30Y&quot;,&quot;3765904.0372570217587053775787353515625&quot;,&quot;4359449.927705363370478153228759765625&quot;,&quot;978453.475712403538636863231658935546875&quot;,&quot;87.958020300&quot;,&quot;2.1909779&quot;
</string>
 </payload>
 </marginMatrix>
</ns2:marginMatrixRpt>

Swaptions Sell Margin Matrix 
Request 

/MarginServiceApi/1.4/analytics/margin-matrix/us-swaptions-sell

Response
<?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-swaptions-sell">
        <payload format="CSV">
            <string>&quot;buy/sell&quot;,&quot;direction&quot;,&quot;tenor&quot;,&quot;swaption&quot;,&quot;swap&quot;,&quot;combined&quot;,&quot;savings&quot;,&quot;par rate&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1M1Y&quot;,&quot;180176.53909295075573027133941650390625&quot;,&quot;87156.5328932538250228390097618103027343&quot;,&quot;82004.0163351248775143176317214965820312&quot;,&quot;69.325150900&quot;,&quot;0.8252766&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;3M1Y&quot;,&quot;220958.3985989009379409253597259521484375&quot;,&quot;107334.7323001878248760476708412170410156&quot;,&quot;93002.6528507670591352507472038269042968&quot;,&quot;71.670850200&quot;,&quot;0.8762986&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1Y1Y&quot;,&quot;388771.501365123433060944080352783203125&quot;,&quot;177733.94588089175522327423095703125&quot;,&quot;149196.1488587475032545626163482666015625&quot;,&quot;73.663775100&quot;,&quot;1.0541414&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1M2Y&quot;,&quot;577678.365681678405962884426116943359375&quot;,&quot;250695.337017258047126233577728271484375&quot;,&quot;235190.3411305903864558786153793334960937&quot;,&quot;71.608183600&quot;,&quot;0.9478664&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;3M2Y&quot;,&quot;612324.707886116928420960903167724609375&quot;,&quot;271596.23050169157795608043670654296875&quot;,&quot;226029.7330017302592750638723373413085937&quot;,&quot;74.428738700&quot;,&quot;0.9895803&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1Y2Y&quot;,&quot;733862.332885205862112343311309814453125&quot;,&quot;332054.82364578708074986934661865234375&quot;,&quot;255380.219991116668097674846649169921875&quot;,&quot;76.041269400&quot;,&quot;1.1452079&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;2Y2Y&quot;,&quot;708064.886495918384753167629241943359375&quot;,&quot;347370.714801650377921760082244873046875&quot;,&quot;240161.7091129026084672659635543823242187&quot;,&quot;77.245252200&quot;,&quot;1.3222476&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1M5Y&quot;,&quot;1386193.0192850716412067413330078125&quot;,&quot;694917.09255667426623404026031494140625&quot;,&quot;529902.434479747316800057888031005859375&quot;,&quot;74.537510900&quot;,&quot;1.23236&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;3M5Y&quot;,&quot;1337183.3439442333765327930450439453125&quot;,&quot;706702.6993253561668097972869873046875&quot;,&quot;474334.18463499355129897594451904296875&quot;,&quot;76.792532700&quot;,&quot;1.2653269&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1Y5Y&quot;,&quot;1439286.0747864344157278537750244140625&quot;,&quot;793086.2824887386523187160491943359375&quot;,&quot;466828.9533000446972437202930450439453125&quot;,&quot;79.088213000&quot;,&quot;1.4064312&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;2Y5Y&quot;,&quot;1588104.8544305344112217426300048828125&quot;,&quot;874298.39577999548055231571197509765625&quot;,&quot;461249.6205371210235171020030975341796875&quot;,&quot;81.268315000&quot;,&quot;1.5797327&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1M10Y&quot;,&quot;2880364.3694541952572762966156005859375&quot;,&quot;1518474.4100411501713097095489501953125&quot;,&quot;1103224.6954909819178283214569091796875&quot;,&quot;74.920092500&quot;,&quot;1.6180564&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;3M10Y&quot;,&quot;2679786.9409782090224325656890869140625&quot;,&quot;1535818.80225141881965100765228271484375&quot;,&quot;883070.94368501403369009494781494140625&quot;,&quot;79.052335600&quot;,&quot;1.6445039&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1Y10Y&quot;,&quot;2629688.127342467196285724639892578125&quot;,&quot;1671649.528535044752061367034912109375&quot;,&quot;757957.819325920310802757740020751953125&quot;,&quot;82.378555700&quot;,&quot;1.756138&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;2Y10Y&quot;,&quot;2487941.9461000231094658374786376953125&quot;,&quot;1776292.55315508856438100337982177734375&quot;,&quot;673022.784992123837582767009735107421875&quot;,&quot;84.217031600&quot;,&quot;1.8895916&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1M30Y&quot;,&quot;5439240.140628618188202381134033203125&quot;,&quot;4405346.002907805144786834716796875&quot;,&quot;2785387.948116484098136425018310546875&quot;,&quot;71.706398800&quot;,&quot;2.0867523&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;3M30Y&quot;,&quot;5018849.3458643369376659393310546875&quot;,&quot;4436322.79286514222621917724609375&quot;,&quot;2320931.415758012793958187103271484375&quot;,&quot;75.453314000&quot;,&quot;2.097161&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;1Y30Y&quot;,&quot;4522930.183776316232979297637939453125&quot;,&quot;4570189.669931090436875820159912109375&quot;,&quot;2032121.95464107650332152843475341796875&quot;,&quot;77.652093200&quot;,&quot;2.1407489&quot;
&quot;sell&quot;,&quot;PAY&quot;,&quot;2Y30Y&quot;,&quot;4172269.8920236811973154544830322265625&quot;,&quot;4672291.247566767968237400054931640625&quot;,&quot;2170785.4657317511737346649169921875&quot;,&quot;75.456267100&quot;,&quot;2.1909779&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1M1Y&quot;,&quot;133291.0611439852800685912370681762695312&quot;,&quot;115589.1395412361744092777371406555175781&quot;,&quot;81222.7841434280271641910076141357421875&quot;,&quot;67.364706400&quot;,&quot;0.8252766&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;3M1Y&quot;,&quot;159275.0512806278711650520563125610351562&quot;,&quot;145536.5897524663887452334165573120117187&quot;,&quot;88321.0861888663639547303318977355957031&quot;,&quot;71.024372300&quot;,&quot;0.8762986&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1Y1Y&quot;,&quot;219705.6599926573398988693952560424804687&quot;,&quot;245821.8673799301905091851949691772460937&quot;,&quot;147415.1169740766345057636499404907226562&quot;,&quot;68.333748600&quot;,&quot;1.0541414&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1M2Y&quot;,&quot;398489.111842722748406231403350830078125&quot;,&quot;354379.693059263867326080799102783203125&quot;,&quot;230958.6470138131990097463130950927734375&quot;,&quot;69.322856100&quot;,&quot;0.9478664&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;3M2Y&quot;,&quot;400767.543375533190555870532989501953125&quot;,&quot;393381.6925323234754614531993865966796875&quot;,&quot;222495.7895407171745318919420242309570312&quot;,&quot;71.983126200&quot;,&quot;0.9895803&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1Y2Y&quot;,&quot;455872.82691964204423129558563232421875&quot;,&quot;482470.7679611356579698622226715087890625&quot;,&quot;256004.8910715866659302264451980590820312&quot;,&quot;72.717361500&quot;,&quot;1.1452079&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;2Y2Y&quot;,&quot;491272.084897849592380225658416748046875&quot;,&quot;486659.05571504496037960052490234375&quot;,&quot;239932.4378809239424299448728561401367187&quot;,&quot;75.465303400&quot;,&quot;1.3222476&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1M5Y&quot;,&quot;1001431.452481695450842380523681640625&quot;,&quot;903483.36056597530841827392578125&quot;,&quot;527605.1870565176941454410552978515625&quot;,&quot;72.302951100&quot;,&quot;1.23236&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;3M5Y&quot;,&quot;971866.15988603071309626102447509765625&quot;,&quot;913746.114038732252083718776702880859375&quot;,&quot;474143.0599485786515288054943084716796875&quot;,&quot;74.854689600&quot;,&quot;1.2653269&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1Y5Y&quot;,&quot;1043323.23056269146036356687545776367187&quot;,&quot;1032910.55019461945630609989166259765625&quot;,&quot;467531.2107304599485360085964202880859375&quot;,&quot;77.481764600&quot;,&quot;1.4064312&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;2Y5Y&quot;,&quot;1161192.4461788968183100223541259765625&quot;,&quot;1172732.47291718609631061553955078125&quot;,&quot;462583.534022613079287111759185791015625&quot;,&quot;80.180016500&quot;,&quot;1.5797327&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1M10Y&quot;,&quot;2298705.0969058084301650524139404296875&quot;,&quot;1808006.27486292622052133083343505859375&quot;,&quot;1100917.51790728210471570491790771484375&quot;,&quot;73.192235400&quot;,&quot;1.6180564&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;3M10Y&quot;,&quot;2205081.1431424408219754695892333984375&quot;,&quot;1839751.81709673418663442134857177734375&quot;,&quot;885317.680124556762166321277618408203125&quot;,&quot;78.112379700&quot;,&quot;1.6445039&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1Y10Y&quot;,&quot;2133632.727068804204463958740234375&quot;,&quot;1967433.410765706561505794525146484375&quot;,&quot;754426.3622389859519898891448974609375&quot;,&quot;81.604140600&quot;,&quot;1.756138&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;2Y10Y&quot;,&quot;2296316.186756978742778301239013671875&quot;,&quot;1916687.93229983211494982242584228515625&quot;,&quot;674205.140972248394973576068878173828125&quot;,&quot;83.997045300&quot;,&quot;1.8895916&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1M30Y&quot;,&quot;6945594.23112093470990657806396484375&quot;,&quot;3587451.0939416405744850635528564453125&quot;,&quot;2798463.39869882352650165557861328125&quot;,&quot;73.431583100&quot;,&quot;2.0867523&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;3M30Y&quot;,&quot;6510503.3997274748980998992919921875&quot;,&quot;3600211.7975284312851727008819580078125&quot;,&quot;2332104.480196190066635608673095703125&quot;,&quot;76.934327200&quot;,&quot;2.097161&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;1Y30Y&quot;,&quot;6126172.944015580229461193084716796875&quot;,&quot;3694111.178927027620375156402587890625&quot;,&quot;2040236.15359025378711521625518798828125&quot;,&quot;79.224265500&quot;,&quot;2.1407489&quot;
&quot;sell&quot;,&quot;RECEIVE&quot;,&quot;2Y30Y&quot;,&quot;6470394.3215997926890850067138671875&quot;,&quot;3570028.563141823746263980865478515625&quot;,&quot;2176105.6114890980534255504608154296875&quot;,&quot;78.326554200&quot;,&quot;2.1909779&quot;
</string>
        </payload>
    </marginMatrix>
</ns2:marginMatrixRpt>


Swaptions Straddle Margin Matrix 

Request 

/MarginServiceApi/1.4/analytics/margin-matrix/us-swaptions-straddle

Response
 <?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-swaptions-straddle">
        <payload format="CSV">
            <string>&quot;tenor&quot;,&quot;sell&quot;,&quot;buy&quot;,&quot;sell percentage of notional&quot;,&quot;buy percentage of notional&quot;,&quot;par rate&quot;
&quot;1M1Y&quot;,&quot;157184.352830123971216380596160888671875&quot;,&quot;45080.5647682311391690745949745178222656&quot;,&quot;0.157&quot;,&quot;0.045&quot;,&quot;0.8252766&quot;
&quot;3M1Y&quot;,&quot;174049.915524613228626549243927001953125&quot;,&quot;48336.2339406938262982293963432312011718&quot;,&quot;0.174&quot;,&quot;0.048&quot;,&quot;0.8762986&quot;
&quot;1Y1Y&quot;,&quot;296173.24065750814042985439300537109375&quot;,&quot;97048.3968944447842659428715705871582031&quot;,&quot;0.296&quot;,&quot;0.097&quot;,&quot;1.0541414&quot;
&quot;1M2Y&quot;,&quot;460702.0667881392291747033596038818359375&quot;,&quot;88522.7094904192344984039664268493652343&quot;,&quot;0.461&quot;,&quot;0.089&quot;,&quot;0.9478664&quot;
&quot;3M2Y&quot;,&quot;447677.9125568154850043356418609619140625&quot;,&quot;103724.3776903930120170116424560546875&quot;,&quot;0.448&quot;,&quot;0.104&quot;,&quot;0.9895803&quot;
&quot;1Y2Y&quot;,&quot;513148.19191030994988977909088134765625&quot;,&quot;249226.7636143561976496130228042602539062&quot;,&quot;0.513&quot;,&quot;0.249&quot;,&quot;1.1452079&quot;
&quot;2Y2Y&quot;,&quot;487330.5435260520316660404205322265625&quot;,&quot;333230.5182773027918301522731781005859375&quot;,&quot;0.487&quot;,&quot;0.333&quot;,&quot;1.3222476&quot;
&quot;1M5Y&quot;,&quot;1063550.024705779738724231719970703125&quot;,&quot;293377.923244345351122319698333740234375&quot;,&quot;1.064&quot;,&quot;0.293&quot;,&quot;1.23236&quot;
&quot;3M5Y&quot;,&quot;956898.79642614908516407012939453125&quot;,&quot;278834.6127454214147292077541351318359375&quot;,&quot;0.957&quot;,&quot;0.279&quot;,&quot;1.2653269&quot;
&quot;1Y5Y&quot;,&quot;945427.6322101796977221965789794921875&quot;,&quot;501189.6152611444122157990932464599609375&quot;,&quot;0.945&quot;,&quot;0.501&quot;,&quot;1.4064312&quot;
&quot;2Y5Y&quot;,&quot;913428.372547243721783161163330078125&quot;,&quot;665965.258430072921328246593475341796875&quot;,&quot;0.913&quot;,&quot;0.666&quot;,&quot;1.5797327&quot;
&quot;1M10Y&quot;,&quot;2270780.3113174424506723880767822265625&quot;,&quot;478167.9481254725833423435688018798828125&quot;,&quot;2.271&quot;,&quot;0.478&quot;,&quot;1.6180564&quot;
&quot;3M10Y&quot;,&quot;1735551.16000829986296594142913818359375&quot;,&quot;508534.2357918368070386350154876708984375&quot;,&quot;1.736&quot;,&quot;0.509&quot;,&quot;1.6445039&quot;
&quot;1Y10Y&quot;,&quot;1598406.08791596745140850543975830078125&quot;,&quot;830668.378578074160031974315643310546875&quot;,&quot;1.598&quot;,&quot;0.831&quot;,&quot;1.756138&quot;
&quot;2Y10Y&quot;,&quot;1364200.2329159458167850971221923828125&quot;,&quot;927395.34486954542808234691619873046875&quot;,&quot;1.364&quot;,&quot;0.927&quot;,&quot;1.8895916&quot;
&quot;1M30Y&quot;,&quot;5452054.248638500459492206573486328125&quot;,&quot;1207249.23716746829450130462646484375&quot;,&quot;5.452&quot;,&quot;1.207&quot;,&quot;2.0867523&quot;
&quot;3M30Y&quot;,&quot;4483536.43193788640201091766357421875&quot;,&quot;1322568.47396319662220776081085205078125&quot;,&quot;4.484&quot;,&quot;1.323&quot;,&quot;2.097161&quot;
&quot;1Y30Y&quot;,&quot;3844607.05027435161173343658447265625&quot;,&quot;1711811.19187495042569935321807861328125&quot;,&quot;3.845&quot;,&quot;1.712&quot;,&quot;2.1407489&quot;
&quot;2Y30Y&quot;,&quot;4016921.518219980411231517791748046875&quot;,&quot;2050021.54049037373624742031097412109375&quot;,&quot;4.017&quot;,&quot;2.050&quot;,&quot;2.1909779&quot;
</string>
        </payload>
    </marginMatrix>
</ns2:marginMatrixRpt>

Vanilla Margin Matrix 

Request 

/MarginServiceApi/1.4/analytics/margin-matrix/us-vanilla

Response 
<?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>&quot;currency&quot;,&quot;fx rate&quot;,&quot;currency equivalent&quot;,&quot;tenor&quot;,&quot;pay&quot;,&quot;pay local&quot;,&quot;receive&quot;,&quot;receive local&quot;,&quot;par rate&quot;
&quot;AUD&quot;,&quot;0.73713696004717676544&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;636269.278885807492770254611968994140625&quot;,&quot;863162.9037364864&quot;,&quot;497699.808153203339315950870513916015625&quot;,&quot;675179.5597406357&quot;,&quot;2.014331&quot;
&quot;AUD&quot;,&quot;0.73713696004717676544&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1374285.56210516509599983692169189453125&quot;,&quot;1864355.7935518670&quot;,&quot;1305439.27867422555573284626007080078125&quot;,&quot;1770958.9254494544&quot;,&quot;2.04&quot;
&quot;AUD&quot;,&quot;0.73713696004717676544&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;1921905.2143355570733547210693359375&quot;,&quot;2607256.6137676167&quot;,&quot;2470491.8118474693037569522857666015625&quot;,&quot;3351469.1919522769&quot;,&quot;2.290475&quot;
&quot;AUD&quot;,&quot;0.73713696004717676544&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;5975831.071219756267964839935302734375&quot;,&quot;8106812.4312167214&quot;,&quot;5441855.801246166229248046875&quot;,&quot;7382421.5799705491&quot;,&quot;2.669775&quot;
&quot;CAD&quot;,&quot;0.77166448028397252874&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;512241.521436290233395993709564208984375&quot;,&quot;663813.7876292885&quot;,&quot;412241.2827233479474671185016632080078125&quot;,&quot;534223.4782811866&quot;,&quot;0.88383872&quot;
&quot;CAD&quot;,&quot;0.77166448028397252874&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1181044.03417655662633478641510009765625&quot;,&quot;1530514.9638893997&quot;,&quot;1432422.70621073734946548938751220703125&quot;,&quot;1856276.5849784945&quot;,&quot;0.97104967&quot;
&quot;CAD&quot;,&quot;0.77166448028397252874&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;2437186.6798237222246825695037841796875&quot;,&quot;3158350.2183835616&quot;,&quot;2275597.2760796365328133106231689453125&quot;,&quot;2948946.5100716010&quot;,&quot;1.38337711&quot;
&quot;CAD&quot;,&quot;0.77166448028397252874&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;6305813.584614484570920467376708984375&quot;,&quot;8171703.8243019106&quot;,&quot;5065350.315619868226349353790283203125&quot;,&quot;6564187.4740117872&quot;,&quot;1.87037358&quot;
&quot;CHF&quot;,&quot;1.0370216737529814373&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;410377.107030076789669692516326904296875&quot;,&quot;395726.6443091030&quot;,&quot;302280.0541584364254958927631378173828125&quot;,&quot;291488.6562249802&quot;,&quot;-0.770185&quot;
&quot;CHF&quot;,&quot;1.0370216737529814373&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1083607.69287038990296423435211181640625&quot;,&quot;1044922.8982349170&quot;,&quot;977165.845155367744155228137969970703125&quot;,&quot;942281.0244833211&quot;,&quot;-0.64985&quot;
&quot;CHF&quot;,&quot;1.0370216737529814373&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;2840808.8904786296188831329345703125&quot;,&quot;2739392.0130885425&quot;,&quot;2135372.0281813032925128936767578125&quot;,&quot;2059139.2467752308&quot;,&quot;-0.26634&quot;
&quot;CHF&quot;,&quot;1.0370216737529814373&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;7523744.8950148709118366241455078125&quot;,&quot;7255147.2022628400&quot;,&quot;6967577.94692800380289554595947265625&quot;,&quot;6718835.4142226741&quot;,&quot;0.220407&quot;
&quot;DKK&quot;,&quot;0.15107337633888779780&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;95917.2114894363185157999396324157714843&quot;,&quot;634904.7980120258&quot;,&quot;56595.1730986295151524245738983154296875&quot;,&quot;374620.4292917583&quot;,&quot;0.037326&quot;
&quot;DKK&quot;,&quot;0.15107337633888779780&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;184393.805401212419383227825164794921875&quot;,&quot;1220557.9160922454&quot;,&quot;183587.9085725841287057846784591674804687&quot;,&quot;1215223.4432145061&quot;,&quot;0.231798&quot;
&quot;DKK&quot;,&quot;0.15107337633888779780&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;384607.1537385970004834234714508056640625&quot;,&quot;2545830.1327418951&quot;,&quot;367893.8631771241198293864727020263671875&quot;,&quot;2435199.8485283377&quot;,&quot;0.737475&quot;
&quot;DKK&quot;,&quot;0.15107337633888779780&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;1357681.2574551007710397243499755859375&quot;,&quot;8986899.5474725485&quot;,&quot;971198.745909636490978300571441650390625&quot;,&quot;6428655.8587996568&quot;,&quot;1.243494&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;547419.337975849979557096958160400390625&quot;,&quot;487367.4365998992&quot;,&quot;514790.08975149481557309627532958984375&quot;,&quot;458317.6169057558&quot;,&quot;-0.159105&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1491228.95244203810580074787139892578125&quot;,&quot;1327641.1363591465&quot;,&quot;1895994.08397595142014324665069580078125&quot;,&quot;1688003.5329637895&quot;,&quot;-0.020405&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;2974667.33545754291117191314697265625&quot;,&quot;2648346.3287578505&quot;,&quot;3388623.126433988101780414581298828125&quot;,&quot;3016891.1694641796&quot;,&quot;0.46243&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;11460568.785957582294940948486328125&quot;,&quot;10203344.3901380355&quot;,&quot;7979818.837254914455115795135498046875&quot;,&quot;7104432.7108080503&quot;,&quot;0.943184&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;661680.749337394139729440212249755859375&quot;,&quot;465558.5752337905&quot;,&quot;777531.333355196751654148101806640625&quot;,&quot;547071.0461487164&quot;,&quot;0.73802054&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1868424.42581098270602524280548095703125&quot;,&quot;1314623.4260006074&quot;,&quot;2181854.780609891749918460845947265625&quot;,&quot;1535153.0236371198&quot;,&quot;0.93236022&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;3465270.2990441271103918552398681640625&quot;,&quot;2438164.1824074478&quot;,&quot;3764459.1673263865523040294647216796875&quot;,&quot;2648673.4701308456&quot;,&quot;1.28114944&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;12281429.07879072614014148712158203125&quot;,&quot;8641213.4998371549&quot;,&quot;8385678.91199822723865509033203125&quot;,&quot;5900163.6824819527&quot;,&quot;1.5052926&quot;
&quot;HKD&quot;,&quot;0.12888424905592287567&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;62535.0163580518637900240719318389892578&quot;,&quot;485202.9384204886&quot;,&quot;88090.8550466346641769632697105407714843&quot;,&quot;683488.1352213337&quot;,&quot;0.974656&quot;
&quot;HKD&quot;,&quot;0.12888424905592287567&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;143943.8217246586282271891832351684570312&quot;,&quot;1116845.7183794538&quot;,&quot;229260.2128799491038080304861068725585937&quot;,&quot;1778807.0657142371&quot;,&quot;1.240564&quot;
&quot;HKD&quot;,&quot;0.12888424905592287567&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;340587.8831309035304002463817596435546875&quot;,&quot;2642587.3264243674&quot;,&quot;417195.4279778297641314566135406494140625&quot;,&quot;3236977.6061371834&quot;,&quot;1.550483&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;995.20875996102881799743045121431350708&quot;,&quot;103830.1299267341&quot;,&quot;732.796701445009603048674762248992919921&quot;,&quot;76452.6798617579&quot;,&quot;-0.150657&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;4897.798850868839508621022105216979980468&quot;,&quot;510987.3541111460&quot;,&quot;5618.199382254010743054095655679702758789&quot;,&quot;586146.7415505609&quot;,&quot;-0.14897&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;17413.0130771664626081474125385284423828&quot;,&quot;1816699.6543407770&quot;,&quot;18152.7830532909902103710919618606567382&quot;,&quot;1893879.8559498490&quot;,&quot;0.014902&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;73009.68634847062639892101287841796875&quot;,&quot;7617100.5767359405&quot;,&quot;56441.1669386938956449739634990692138671&quot;,&quot;5888506.9467139341&quot;,&quot;0.375594&quot;
&quot;NOK&quot;,&quot;0.11936165387507609305&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;60829.0659773588049574755132198333740234&quot;,&quot;509619.8318517143&quot;,&quot;52190.9660994619625853374600410461425781&quot;,&quot;437250.6948846824&quot;,&quot;0.911308&quot;
&quot;NOK&quot;,&quot;0.11936165387507609305&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;147319.8863561403122730553150177001953125&quot;,&quot;1234231.2759031079&quot;,&quot;139427.7750085018051322549581527709960937&quot;,&quot;1168111.9562437273&quot;,&quot;1.049678&quot;
&quot;NOK&quot;,&quot;0.11936165387507609305&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;263117.2411447927006520330905914306640625&quot;,&quot;2204369.9345869588&quot;,&quot;302075.7438665477675385773181915283203125&quot;,&quot;2530760.3745395505&quot;,&quot;1.452908&quot;
&quot;NOK&quot;,&quot;0.11936165387507609305&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;709311.9786030463874340057373046875&quot;,&quot;5942544.8255384623&quot;,&quot;681895.48420342314057052135467529296875&quot;,&quot;5712852.1771078587&quot;,&quot;1.73595&quot;
&quot;NZD&quot;,&quot;0.70437416355568077763&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;517031.4354335300740785896778106689453125&quot;,&quot;734029.5288849826&quot;,&quot;462443.42450053640641272068023681640625&quot;,&quot;656530.9297634115&quot;,&quot;2.30345&quot;
&quot;NZD&quot;,&quot;0.70437416355568077763&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1087553.56874595698900520801544189453125&quot;,&quot;1543999.8015486351&quot;,&quot;874563.932069457951001822948455810546875&quot;,&quot;1241618.4143590095&quot;,&quot;2.475348&quot;
&quot;NZD&quot;,&quot;0.70437416355568077763&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;1857175.61574020260013639926910400390625&quot;,&quot;2636632.2216663656&quot;,&quot;1787496.19302463042549788951873779296875&quot;,&quot;2537708.3452370678&quot;,&quot;2.84398&quot;
&quot;SEK&quot;,&quot;0.11992564609941836062&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;67007.4589129388332366943359375&quot;,&quot;558741.6961455405&quot;,&quot;51217.502415812668914441019296646118164&quot;,&quot;427077.1438942539&quot;,&quot;-0.388042&quot;
&quot;SEK&quot;,&quot;0.11992564609941836062&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;151219.1047658281750045716762542724609375&quot;,&quot;1260940.5050898582&quot;,&quot;165706.1505264440202154219150543212890625&quot;,&quot;1381740.7361647535&quot;,&quot;0.111673&quot;
&quot;SEK&quot;,&quot;0.11992564609941836062&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;332294.626900083501823246479034423828125&quot;,&quot;2770838.7464063463&quot;,&quot;332992.9677741003106348216533660888671875&quot;,&quot;2776661.8617843354&quot;,&quot;0.887153&quot;
&quot;SEK&quot;,&quot;0.11992564609941836062&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;886914.363217775360681116580963134765625&quot;,&quot;7395535.4176914198&quot;,&quot;847312.417578464490361511707305908203125&quot;,&quot;7065314.5939780262&quot;,&quot;1.732088&quot;
&quot;SGD&quot;,&quot;0.74150971377725048198&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;520522.2909415443427860736846923828125&quot;,&quot;701976.3615637667&quot;,&quot;456362.8048717768979258835315704345703125&quot;,&quot;615450.8786500783&quot;,&quot;1.6141875&quot;
&quot;SGD&quot;,&quot;0.74150971377725048198&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1142163.0295924581587314605712890625&quot;,&quot;1540321.0617083891&quot;,&quot;1189103.9926940761506557464599609375&quot;,&quot;1603625.6445472311&quot;,&quot;1.923625&quot;
&quot;SGD&quot;,&quot;0.74150971377725048198&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;1916464.871071779169142246246337890625&quot;,&quot;2584544.5251274014&quot;,&quot;1852056.65441787801682949066162109375&quot;,&quot;2497683.6041479503&quot;,&quot;2.3025639&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;471345.176155709079466760158538818359375&quot;,&quot;471345.1761557091&quot;,&quot;671505.9367023496888577938079833984375&quot;,&quot;671505.9367023497&quot;,&quot;0.87729&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1353721.98600377351976931095123291015625&quot;,&quot;1353721.9860037735&quot;,&quot;1820061.09183407132513821125030517578125&quot;,&quot;1820061.0918340713&quot;,&quot;1.149439&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;2933211.265895831398665904998779296875&quot;,&quot;2933211.2658958314&quot;,&quot;3670150.73634366691112518310546875&quot;,&quot;3670150.7363436669&quot;,&quot;1.536934&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;30&quot;,&quot;8439077.74479730241000652313232421875&quot;,&quot;8439077.7447973024&quot;,&quot;7278405.5357608534395694732666015625&quot;,&quot;7278405.5357608534&quot;,&quot;2.005115&quot;
&quot;MXN&quot;,&quot;0.052761538948568051833&quot;,&quot;USD&quot;,&quot;2&quot;,&quot;59856.337384500191546976566314697265625&quot;,&quot;1134469.1337159090&quot;,&quot;53587.3092510158530785702168941497802734&quot;,&quot;1015650.9896963537&quot;,&quot;4.963018&quot;
&quot;MXN&quot;,&quot;0.052761538948568051833&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;112325.0340345850854646414518356323242187&quot;,&quot;2128918.8350642980&quot;,&quot;125353.7426614958676509559154510498046875&quot;,&quot;2375854.5554118635&quot;,&quot;5.536717&quot;
&quot;MXN&quot;,&quot;0.052761538948568051833&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;197689.458407968864776194095611572265625&quot;,&quot;3746847.8430979155&quot;,&quot;230835.92698603565804660320281982421875&quot;,&quot;4375079.4913517310&quot;,&quot;6.175657&quot;
</string>
        </payload>
    </marginMatrix>
</ns2:marginMatrixRpt>

OIS Margin Matrix 

Request 

/MarginServiceApi/1.4/analytics/margin-matrix/us-ois

Response 
<?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>&quot;currency&quot;,&quot;fx rate&quot;,&quot;currency equivalent&quot;,&quot;tenor&quot;,&quot;pay&quot;,&quot;pay local&quot;,&quot;receive&quot;,&quot;receive local&quot;,&quot;par rate&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;0.25&quot;,&quot;20214.4925879772126791067421436309814453&quot;,&quot;20214.4925879772&quot;,&quot;24945.2500956197109189815819263458251953&quot;,&quot;24945.2500956197&quot;,&quot;0.39265&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;1&quot;,&quot;171757.580603217124007642269134521484375&quot;,&quot;171757.5806032171&quot;,&quot;250527.5616142257058527320623397827148437&quot;,&quot;250527.5616142257&quot;,&quot;0.489&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1389419.63407970150001347064971923828125&quot;,&quot;1389419.6340797015&quot;,&quot;1853812.048591467551887035369873046875&quot;,&quot;1853812.0485914676&quot;,&quot;0.312938&quot;
&quot;USD&quot;,&quot;1&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;3575374.2315902146510779857635498046875&quot;,&quot;3575374.2315902147&quot;,&quot;3860134.2064775428734719753265380859375&quot;,&quot;3860134.2064775429&quot;,&quot;0.335&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;0.25&quot;,&quot;39448.8097975591226713731884956359863281&quot;,&quot;35121.2753627669&quot;,&quot;30848.7034279279359907377511262893676757&quot;,&quot;27464.6006618842&quot;,&quot;-0.350071&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;1&quot;,&quot;223772.9095729849941562861204147338867187&quot;,&quot;199225.0213928285&quot;,&quot;206394.8680393449612893164157867431640625&quot;,&quot;183753.3510154288&quot;,&quot;-0.385387&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1384176.11429084767587482929229736328125&quot;,&quot;1232331.9945531417&quot;,&quot;2097530.4233625628985464572906494140625&quot;,&quot;1867431.3359196897&quot;,&quot;-0.311099&quot;
&quot;EUR&quot;,&quot;1.1232168931820734584&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;3188858.464675265364348888397216796875&quot;,&quot;2839040.6911003888&quot;,&quot;3662409.2153214900754392147064208984375&quot;,&quot;3260642.9244007226&quot;,&quot;0.188491&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;0.25&quot;,&quot;130.296063438398107336979592218995094299&quot;,&quot;13593.7882985281&quot;,&quot;71.26341676137128899881645338609814643859&quot;,&quot;7434.9122707139&quot;,&quot;-0.127725&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;1&quot;,&quot;551.959886214678817850654013454914093017&quot;,&quot;57585.9749287774&quot;,&quot;278.856359637105299498216481879353523254&quot;,&quot;29093.0840009392&quot;,&quot;-0.219225&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;4787.939975105509802233427762985229492187&quot;,&quot;499525.7776027578&quot;,&quot;5531.860265922011421935167163610458374023&quot;,&quot;577138.9815436435&quot;,&quot;-0.289189&quot;
&quot;JPY&quot;,&quot;0.0095849707658391641905&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;19478.0112780379567993804812431335449218&quot;,&quot;2032140.9166377000&quot;,&quot;17887.574568933669070247560739517211914&quot;,&quot;1866210.6547768497&quot;,&quot;-0.152188&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;0.25&quot;,&quot;46678.7618889246732578612864017486572265&quot;,&quot;32843.1768650474&quot;,&quot;55479.3764560358031303621828556060791015&quot;,&quot;39035.2892744668&quot;,&quot;0.4204&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;1&quot;,&quot;264704.8738726113806478679180145263671875&quot;,&quot;186246.3492567694&quot;,&quot;321719.09312372677959501743316650390625&quot;,&quot;226361.5539218542&quot;,&quot;0.38955&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;5&quot;,&quot;1807074.97845432278700172901153564453125&quot;,&quot;1271457.9548404615&quot;,&quot;2064699.56044762698002159595489501953125&quot;,&quot;1452722.6107309503&quot;,&quot;0.56880099&quot;
&quot;GBP&quot;,&quot;1.4212620807276861853&quot;,&quot;USD&quot;,&quot;10&quot;,&quot;4012715.5821098345331847667694091796875&quot;,&quot;2823346.6835724796&quot;,&quot;4025582.596802909858524799346923828125&quot;,&quot;2832399.9151105274&quot;,&quot;0.96460774&quot;
</string>
        </payload>
    </marginMatrix>
</ns2:marginMatrixRpt>
  • No labels