Counterparty Margin Analysis

Compare counterparty pricing by analyzing executed trade rates vs mid-market benchmark rates. Identify best pricing, track margin trends over time, and benchmark FX forward costs.

Note: Counterparty margin analysis currently covers FX spot and forward trades only. Commodity and interest rate derivatives should already have full cost disclosure at time of trade.

Data Source: Margin estimates use calculated forward rates based on historical spot rates (Twelve Data) and interest rate differentials (FRED). For higher precision, intraday data from premium providers can be enabled.

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Reporting Currency

Analyze All Existing Hedge Trades

When enabled, ignores date range filters and analyzes all trades in the selected scenario

Counterparty Margin Analysis

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