Offset UST cash/repo DV01 against CME Treasury / SOFR futures DV01 in a combined netting set — standalone vs cross-margined IM, and the reduction. Customer cross-margining was expanded via the SEC notice published 2025-12-22.
Educational proxy — CME DV01s approximate
🔒 All inputs are processed locally in your browser. No data is transmitted. Use synthetic or anonymised inputs only — do not enter real personal or confidential data.
Standalone IM
Cross-margined IM
IM reduction
Bucket
UST DV01
CME DV01
Status
OpenChainGraph v0.4 artifact · execution_hash:
Ask your agent
Copy this paragraph into Claude, OpenClaw, or any MCP-aware agent to run this exact tool, with this sample, and verify the artifact.
Run the AINumbers MCP tool `estimate_cross_margin_benefit`. Task: Estimate 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.
Call it with arguments: {"policy_parameters":{}}
Verify before trusting: call `verify_execution_hash` on mcp.ainumbers.co (https://mcp.ainumbers.co/mcp) with the parameter `claimed_hash` set to the returned `execution_hash`, passing the full artifact the run returned (the object containing `policy_parameters` + `output_payload` + `execution_hash`; equivalently `policy_parameters` + `output_payload` with `claimed_hash`), not the bare hash string, or re-run the in-page WebMCP tool `estimate_cross_margin_benefit`.
Return the ledger link https://ledger.ainumbers.co/ so a human can re-verify without contacting us.
PII rule: All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Open the tool with the sample prefilled: https://ainumbers.co/chaingraph/art-51-cross-margining-benefit-estimator.html#p=v1.H4sIAAAAAAAA_wECAP3_e31Dv6ajAgAAAA