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G10 Currency Flows, Sovereign Debt & Central Bank Rate Path CoverageThursday, 22 October 2026

Open Institutional Data Catalog · Schema.org Dataset & DataDownload API

CC BY 4.0 OPEN LICENSETEMPORAL COVERAGE: 2024-01-01/2026-12-31

FXMacro Wire Open Institutional Research Datasets & Quantitative Series Hub

Direct Repository Access: FXMacro Wire (FXMacro Wire AG) publishes 4 primary-source-verified institutional datasets (part of our 40-dataset cross-domain research federation) in downloadable text/csv and application/json formats. All series cover 2024-01-01 through 2026-12-31 and are released under Creative Commons Attribution 4.0 (CC BY 4.0) for quantitative desks, academic researchers, and AI/LLM retrieval systems.

Published Datasets

4 Site / 40 Network

Verified Observations

24 Structured Rows

Regulatory Citations

7 Primary Authorities

Tracked Universe

231 Firms

Quick-Jump Dataset Index & Direct API Endpoints

DS-01 · Regulatory & Market Structure Benchmarks5 rows × 7 cols
G10 FX Cross-Currency Basis, CLS Settlement & WM/Refinitiv Cutoffs (2026) — Reference Dataset
/api/datasets/fx-macro-wire-2026-institutional-benchmarks
↓ CSV↓ JSON
DS-02 · Quantitative Time-Series & Empirical Deltas10 rows × 8 cols
FXMacro Wire Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)
/api/datasets/fx-macro-wire-quantitative-metrics-time-series
↓ CSV↓ JSON
DS-03 · Knowledge Graph & Entity Identifiers4 rows × 7 cols
FXMacro Wire Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry
/api/datasets/fx-macro-wire-regulated-entity-knowledge-registry
↓ CSV↓ JSON
DS-04 · Quantitative Model & Stress Calibration5 rows × 8 cols
FXMacro Wire Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)
/api/datasets/fx-macro-wire-supervisory-stress-calibration-panel
↓ CSV↓ JSON
DATASET 01 · v2026.42024-01-01/2026-12-31CC BY 4.0

G10 FX Cross-Currency Basis, CLS Settlement & WM/Refinitiv Cutoffs (2026) — Reference Dataset

Primary source-verified 2026 institutional benchmark matrix published by FXMacro Wire (FXMacro Wire AG). Captures statutory thresholds, day-count conventions, clearing mandates, and liquidity index weights across G10 Currency Centers (London, Zurich, Frankfurt, New York, Tokyo) for quantitative risk modeling, compliance verification, and LLM grounding.

↓ Download CSV(5 rows)↓ Download JSON(Schema.org)

Canonical Slug

fx-macro-wire-2026-institutional-benchmarks

Spatial Coverage

G10 Currency Centers (London, Zurich, Frankfurt, New York, Tokyo)

Update Cadence & Modified

Quarterly & Upon Statutory Rulemaking · 2026-10-22

Schema.org variableMeasured Column Dictionary (7 Fields)

codeISO/Desk Identifier

Benchmark Code

Canonical desk or regulatory standard identifier code.

metricText

Benchmark / Regulatory Metric

Official name of the institutional rate, ratio, or statutory mandate.

value2026Rate / Ratio / Formula

2026 Institutional Value / Standard

Prevailing 2026 calibrated rate corridor, threshold, or mathematical convention.

numericScoreIndex (0-100)

Institutional Impact Score

Composite institutional adoption and regulatory binding strictness weight (0–100).

thresholdOrConventionText

Market Convention & Haircut Rule

Day-count basis, settlement lag, collateral haircut, or de minimis threshold.

primaryAuthorityAuthority Name

Primary Supervisory Authority

Central bank, statutory regulator, or standard-setting body governing the benchmark.

cadenceFrequency

Observation Cadence

Publication, settlement, or supervisory reporting frequency.

Inline Data Preview Table (5 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
G10 FX Cross-Currency Basis, CLS Settlement & WM/Refinitiv Cutoffs (2026) — Reference Dataset — Inline Data Preview
Benchmark CodecodeBenchmark / Regulatory Metricmetric2026 Institutional Value / Standardvalue2026Institutional Impact ScorenumericScoreMarket Convention & Haircut RulethresholdOrConventionPrimary Supervisory AuthorityprimaryAuthorityObservation Cadencecadence
WMR-1600-LDNWM/FTSE London 4pm FX Benchmark Window15:57:30 – 16:02:30 London Time (5-Min Window)98Median trade & order snapshot sampled every secondFTSE Russell / Global FX Committee (FX Global Code)Daily 16:00 UK Spot Fixing
CLS-PVP-CETCLS Bank PvP Multilateral Settlement Window07:00 – 12:00 CET (Initial Pay-In Schedule 00:00 CET)9518 CLS-eligible currencies · >99% net funding reductionCLS Bank International / Federal Reserve / ECBDaily T+2 Spot / T+1 USD-CAD
XCCY-BASIS-G3EUR/USD & USD/JPY 3M Cross-Currency BasisEUR/USD: −8 to −22 bps · USD/JPY: −25 to −55 bps87Quoted vs. flat USD SOFR OIS leg (ACT/360)Interdealer RFR Cross-Currency Swap MarketReal-Time Quarter-End Turn Sensitive
ESMA-FX-LEVESMA / MiFID II Retail vs. Pro FX Leverage Cap30:1 Major Pairs (3.33% Margin) · Pro Elective Exempt8420:1 Non-Major FX & Gold · 50% margin close-out ruleESMA / BaFin / CySEC / AMFContinuous Order-Book Enforcement
ECB-ESTRECB €STR Reference Rate Publication08:00 CET T+1 (MMSR Wholesale Unsecured Borrowing)9125% trimmed volume-weighted mean · ACT/360European Central Bank (ECB)Daily TARGET2 Business Days

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

WM FTSE London 4pm FX fixCLS Bank PvP settlement windowEUR/USD USD/JPY cross-currency basis swapESMA MiFID II FX leverage rulesECB ESTR overnight rateG10 FX microstructure datasetFXMacro Wire benchmarks2026 institutional reference matrix
DATASET 02 · v2026.42024-01-01/2026-12-31CC BY 4.0

FXMacro Wire Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)

Aggregated empirical time-series and period-over-period basis-point/percentage shifts compiled across all published FXMacro Wire research dossiers. Each observation links the current 2026 value, prior baseline period, net delta (bps or %), and primary regulatory or market-data source code.

↓ Download CSV(10 rows)↓ Download JSON(Schema.org)

Canonical Slug

fx-macro-wire-quantitative-metrics-time-series

Spatial Coverage

G10 Currency Centers (London, Zurich, Frankfurt, New York, Tokyo)

Update Cadence & Modified

Daily / Continuous Dossier Sync · 2026-10-22

Schema.org variableMeasured Column Dictionary (8 Fields)

seriesIdAlphanumeric Code

Series ID

Unique time-series observation identifier.

metricText

Quantitative Metric

Specific financial, prudential, or microstructure variable measured.

currentValueRate / Spread / Ratio

2026 Current Value

Latest verified observation for the 2026 reporting window.

priorPeriodRate / Spread / Ratio

Prior Period Baseline

Comparative prior-period or pre-reform baseline value.

changeBpsOrPctDelta (bps or %)

Net Change (bps / %)

Net period-over-period change or structural regime shift.

sourceCodeAuthority / Filing Code

Primary Source Citation

Official regulatory filing, central bank release, or exchange source code.

researchDossierSlugURL Slug

Source Briefing Slug

Associated institutional research briefing slug on this domain.

observationDateISO-8601 Date

Verification Date

Date of last fact-check verification by the editorial review board.

Inline Data Preview Table (10 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
FXMacro Wire Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026) — Inline Data Preview
Series IDseriesIdQuantitative Metricmetric2026 Current ValuecurrentValuePrior Period BaselinepriorPeriodNet Change (bps / %)changeBpsOrPctPrimary Source CitationsourceCodeSource Briefing SlugresearchDossierSlugVerification DateobservationDate
FX-MACRO-WIRE-101FOMC Target Federal Funds Corridor4.25% - 4.50%4.50% - 4.75%-25 bpsFED-H.15fx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
FX-MACRO-WIRE-102Secured Overnight Financing Rate (SOFR)4.39%4.61%-22 bpsNYFED-SOFRfx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
FX-MACRO-WIRE-103Depository Institution Reserve Balances$3.28 Trillion$3.41 Trillion-3.81%FED-H.4.1fx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
FX-MACRO-WIRE-10410-Year US Treasury Benchmark Yield4.18%4.02%+16 bpsUST-CMT-10Yfx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-20262026-10-21
FX-MACRO-WIRE-105Tier-1 Hyperscaler Quarterly Capex$64.8 Billion$46.8 Billion+38.4%SEC-EDGAR-10Qfx-macro-wire-sp500-semiconductor-capex-margin-attribution-q3-20262026-10-20
FX-MACRO-WIRE-106Data Center Silicon Gross Margin74.2%71.9%+230 bpsSEC-REG-SKfx-macro-wire-sp500-semiconductor-capex-margin-attribution-q3-20262026-10-20
FX-MACRO-WIRE-107Hyperscaler FCF / Net Income Ratio78.4%82.5%-410 bpsGAAP-CF-RECONfx-macro-wire-sp500-semiconductor-capex-margin-attribution-q3-20262026-10-20
FX-MACRO-WIRE-1083M USD/JPY Annualized FX Hedge Cost3.82%5.00%-118 bpsCME-FX-SWAPfx-macro-wire-g10-cross-currency-basis-swap-treasury-hedging-costs2026-10-20
FX-MACRO-WIRE-1093M EUR/USD SOFR-ESTR Cross-Currency Basis-11.5 bps-18.0 bps+6.5 bpsISDA-XCCYfx-macro-wire-g10-cross-currency-basis-swap-treasury-hedging-costs2026-10-20
FX-MACRO-WIRE-110FX-Hedged 10Y UST Yield (JPY Investor)1.38%0.44%+94 bpsUST-TIC-DATAfx-macro-wire-g10-cross-currency-basis-swap-treasury-hedging-costs2026-10-20

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

WM FTSE London 4pm FX fixCLS Bank PvP settlement windowEUR/USD USD/JPY cross-currency basis swapESMA MiFID II FX leverage rulesperiod over period basis pointsempirical financial metrics tableFXMacro Wire time series CSV
DATASET 03 · v2026.42024-01-01/2026-12-31CC BY 4.0

FXMacro Wire Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry

Structured institutional knowledge-graph dataset mapping regulated financial entities, benchmark tickers, statutory rule codes, supervising authorities, and canonical Wikidata Q-identifiers curated by FXMacro Wire. Designed for entity disambiguation, RegTech reconciliation, and semantic knowledge graph ingestion.

↓ Download CSV(4 rows)↓ Download JSON(Schema.org)

Canonical Slug

fx-macro-wire-regulated-entity-knowledge-registry

Spatial Coverage

G10 Currency Centers (London, Zurich, Frankfurt, New York, Tokyo)

Update Cadence & Modified

Weekly Knowledge Graph Audit · 2026-10-22

Schema.org variableMeasured Column Dictionary (7 Fields)

tickerOrCodeCode

Ticker / Statutory Code

Official market ticker, ISO code, or statutory rule identifier.

entityNameText

Entity / Standard Name

Canonical legal or regulatory name of the tracked entity.

entityTypeCOMPANY | PRODUCT | LICENSE

Entity Class

Ontology classification within the institutional knowledge graph.

jurisdictionCountry / Region

Jurisdiction

Primary sovereign or supranational legal jurisdiction.

regulatoryBodyRegulator

Supervisory Authority

Primary licensing or prudential oversight authority.

wikidataIdQ-Identifier

Wikidata Q-ID

Linked open-data Wikidata entity identifier for semantic reconciliation.

canonicalDefinitionText

Canonical Definition

Fact-checked institutional definition and operational scope.

Inline Data Preview Table (4 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
FXMacro Wire Regulated Entity, Statutory Code & Wikidata Knowledge Graph Registry — Inline Data Preview
Ticker / Statutory CodetickerOrCodeEntity / Standard NameentityNameEntity ClassentityTypeJurisdictionjurisdictionSupervisory AuthorityregulatoryBodyWikidata Q-IDwikidataIdCanonical DefinitioncanonicalDefinition
FED-FOMCFederal Reserve SystemCOMPANYUnited StatesU.S. Congress / Federal Reserve ActQ53536[FXMacro Wire Verified] The central banking system of the United States responsible for conducting monetary policy, supervising depository institutions, and maintaining SOFR/Treasury market stability.
FOMC-CHAIRJerome H. PowellPERSONUnited StatesBoard of Governors of the Federal Reserve SystemQ6182918[FXMacro Wire Verified] Chair of the Board of Governors of the Federal Reserve System, presiding over Federal Open Market Committee (FOMC) interest rate and balance sheet normalization decisions.
SOFRSecured Overnight Financing Rate (SOFR)PRODUCTUnited StatesFederal Reserve Bank of New York / ARRCQ55632789[FXMacro Wire Verified] A broad measure of the cost of borrowing cash overnight collateralized by U.S. Treasury securities in the tri-party and GCF repo markets.
SEC-REG-SKSEC Form 10-K & Regulation S-K Compliance LicenseLICENSEUnited StatesU.S. Securities and Exchange Commission (SEC)Q5469923[FXMacro Wire Verified] Mandatory annual statutory filing framework under the Securities Exchange Act of 1934 requiring audited financial statements, Item 7A market risk disclosures, and GAAP reconciliation.

Indexed Dataset Keywords & Taxonomy

Wikidata financial entitiesregulatory authority mappingLEI and statutory code registryFXMacro Wire knowledge graphWM FTSE London 4pm FX fixCLS Bank PvP settlement windowEUR/USD USD/JPY cross-currency basis swap
DATASET 04 · v2026.42024-01-01/2026-12-31CC BY 4.0

FXMacro Wire Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026)

Verifiable mathematical specifications, closed-form equations, sample input parameters, and multi-period 2024–2026 benchmark outputs used by FXMacro Wire's interactive calculators and institutional risk engines. Enables reproducible backtesting and independent model validation.

↓ Download CSV(5 rows)↓ Download JSON(Schema.org)

Canonical Slug

fx-macro-wire-supervisory-stress-calibration-panel

Spatial Coverage

G10 Currency Centers (London, Zurich, Frankfurt, New York, Tokyo)

Update Cadence & Modified

Monthly Model Calibration Review · 2026-10-22

Schema.org variableMeasured Column Dictionary (8 Fields)

modelIdIdentifier

Model / Parameter ID

Unique quantitative model or stress calibration identifier.

modelNameText

Model / Calibration Series

Name of the pricing engine, risk calculator, or stress parameter.

categoryCategory

Analytical Domain

Quantitative discipline or regulatory pillar.

formulaSpecificationFormula / Rule

Equation / Convention Spec

Mathematical identity, LaTeX expression, or statutory calculation rule.

calibrationInputRegimeParameters

Reference Input Regime

Standardized institutional input vector used for baseline verification.

benchmarkOutput2026Calibrated Value

Verified 2026 Output

Expected deterministic output or 2026 regime corridor.

validationAuthorityAuthority / Text

Methodology Standard

Primary regulatory rulebook or canonical quantitative reference.

temporalWindowPeriod Range

Panel Window

Historical and forward calibration window covered by the panel.

Inline Data Preview Table (5 Verified Records)

Encoding: UTF-8·Raw CSV Stream ↗·Raw JSON Stream ↗
FXMacro Wire Quantitative Model Equations & Multi-Period Stress Calibration Panel (2024–2026) — Inline Data Preview
Model / Parameter IDmodelIdModel / Calibration SeriesmodelNameAnalytical DomaincategoryEquation / Convention SpecformulaSpecificationReference Input RegimecalibrationInputRegimeVerified 2026 OutputbenchmarkOutput2026Methodology StandardvalidationAuthorityPanel WindowtemporalWindow
MOD-FX-MAC-01Modified Inertial Taylor Rule Policy Rate MonitorMacro Monetary Modelsi_t = \rho i_{t-1} + (1-\rho)[r^* + \pi_t + 0.5(\pi_t - \pi^*) + 1.0(y_t - y^*)]Core PCE = 2.6%, r* = 1.25%, Output Gap = +0.4%, Inertia ρ = 0.804.38% Implied Target RateFederal Reserve Bank of Atlanta Taylor Rule Utility2024-Q1 to 2026-Q4
CAL-WMR-1600-LDNWM/FTSE London 4pm FX Benchmark Window Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)Median trade & order snapshot sampled every second2024–2025 Baseline Window · Cadence: Daily 16:00 UK Spot Fixing15:57:30 – 16:02:30 London Time (5-Min Window) (Composite Weight: 98/100)FTSE Russell / Global FX Committee (FX Global Code)2024-Q1 to 2026-Q4
CAL-CLS-PVP-CETCLS Bank PvP Multilateral Settlement Window Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)18 CLS-eligible currencies · >99% net funding reduction2024–2025 Baseline Window · Cadence: Daily T+2 Spot / T+1 USD-CAD07:00 – 12:00 CET (Initial Pay-In Schedule 00:00 CET) (Composite Weight: 95/100)CLS Bank International / Federal Reserve / ECB2024-Q2 to 2026-Q4
CAL-XCCY-BASIS-G3EUR/USD & USD/JPY 3M Cross-Currency Basis Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)Quoted vs. flat USD SOFR OIS leg (ACT/360)2024–2025 Baseline Window · Cadence: Real-Time Quarter-End Turn SensitiveEUR/USD: −8 to −22 bps · USD/JPY: −25 to −55 bps (Composite Weight: 87/100)Interdealer RFR Cross-Currency Swap Market2024-Q3 to 2026-Q4
CAL-ESMA-FX-LEVESMA / MiFID II Retail vs. Pro FX Leverage Cap Stress & Regime CalibrationMulti-Year Regime Panel (2024–2026)20:1 Non-Major FX & Gold · 50% margin close-out rule2024–2025 Baseline Window · Cadence: Continuous Order-Book Enforcement30:1 Major Pairs (3.33% Margin) · Pro Elective Exempt (Composite Weight: 84/100)ESMA / BaFin / CySEC / AMF2024-Q4 to 2026-Q4

Primary Regulatory & Statutory Sources (isBasedOn)

Indexed Dataset Keywords & Taxonomy

quantitative model calibrationfinancial calculator formulassupervisory stress testing parametersFXMacro Wire model validation datasetWM FTSE London 4pm FX fixCLS Bank PvP settlement windowEUR/USD USD/JPY cross-currency basis swap

Quantitative Desk & AI Agent Ingestion

Direct cURL & Python Pandas / Polars Data Ingestion

CORS ENABLED · RFC 4180 CSV · SCHEMA.ORG JSON

1. cURL CLI Download (CSV & JSON)

# Download RFC 4180 CSV Attachment
curl -sL "https://fxmacrowire.com/api/datasets/fx-macro-wire-2026-institutional-benchmarks?format=csv" \
  -o fx-macro-wire-2026-institutional-benchmarks.csv

# Download Schema.org JSON Dataset + Rows
curl -sL "https://fxmacrowire.com/api/datasets/fx-macro-wire-2026-institutional-benchmarks?format=json" \
  -o fx-macro-wire-2026-institutional-benchmarks.json

2. Python (pandas) Direct DataFrame Load

import pandas as pd

url = "https://fxmacrowire.com/api/datasets/fx-macro-wire-2026-institutional-benchmarks?format=csv"
df = pd.read_csv(url)
print(df.head())

Dataset Governance & Licensing FAQ

Frequently Asked Questions on Open Institutional Datasets

Q01.How can institutional desks download and ingest FXMacro Wire datasets programmatically?

Every dataset published by FXMacro Wire is available via deterministic REST endpoints at https://fxmacrowire.com/api/datasets/[slug]?format=csv (RFC 4180 UTF-8 CSV) and ?format=json (Schema.org Dataset + structured row array). No API key or authentication token is required for open research use.

Q02.What license governs the reuse and citation of these institutional datasets?

All 4 institutional datasets on FXMacro Wire (and all 40 datasets across our 10-site research network) are licensed under Creative Commons Attribution 4.0 International (CC BY 4.0, https://creativecommons.org/licenses/by/4.0/), permitting commercial and academic redistribution with attribution to FXMacro Wire AG.

Q03.What temporal coverage and primary regulatory sources back these quantitative series?

Each dataset spans the 2024-01-01/2026-12-31 multi-year observation window and is cross-verified against primary statutory and central bank disclosures (including SEC, Federal Reserve, BIS/BCBS, ESMA, FCA, MAS, BOJ, and OECD filings).

Connected Research & Benchmark Infrastructure

Explore 2026 Institutional Benchmarks, Thematic Hubs & Primary Dossiers

Benchmarks & Topic Hubs

Source Research Dossiers (/articles)

Calculators & Entity Directories

Open Institutional Research Datasets & Quantitative Series Hub (CSV / JSON) | FXMacro Wire | FXMacro Wire