{
  "@context": "https://schema.org",
  "@type": "Dataset",
  "identifier": "fx-macro-wire-quantitative-metrics-time-series",
  "name": "FXMacro Wire Quantitative Empirical Metrics & Period-over-Period Delta Series (2024–2026)",
  "description": "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.",
  "url": "https://fxmacrowire.com/datasets#fx-macro-wire-quantitative-metrics-time-series",
  "version": "2026.4",
  "temporalCoverage": "2024-01-01/2026-12-31",
  "spatialCoverage": "G10 Currency Centers (London, Zurich, Frankfurt, New York, Tokyo)",
  "license": "https://creativecommons.org/licenses/by/4.0/",
  "isAccessibleForFree": true,
  "dateModified": "2026-10-22",
  "keywords": [
    "WM FTSE London 4pm FX fix",
    "CLS Bank PvP settlement window",
    "EUR/USD USD/JPY cross-currency basis swap",
    "ESMA MiFID II FX leverage rules",
    "period over period basis points",
    "empirical financial metrics table",
    "FXMacro Wire time series CSV"
  ],
  "creator": {
    "@type": "Organization",
    "name": "FXMacro Wire",
    "url": "https://fxmacrowire.com"
  },
  "isBasedOn": [
    {
      "@type": "CreativeWork",
      "name": "Bank for International Settlements (BIS) — Triennial Central Bank Survey of FX & OTC Derivatives",
      "url": "https://www.bis.org/statistics/rpfx22.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "European Central Bank (ECB) — Euro Short-Term Rate (€STR) & TARGET2",
      "url": "https://www.ecb.europa.eu/stats/financial_markets_and_interest_rates/euro_short-term_rate/html/index.en.html"
    },
    {
      "@type": "CreativeWork",
      "name": "Global Foreign Exchange Committee (GFXC) — FX Global Code",
      "url": "https://www.globalfxc.org/fx_global_code.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "European Securities and Markets Authority (ESMA) — MiFID II & CFD/FX Leverage Rules",
      "url": "https://www.esma.europa.eu/"
    },
    {
      "@type": "CreativeWork",
      "name": "FXMacro Wire Primary Regulatory Reference (federalreserve.gov)",
      "url": "https://www.federalreserve.gov/monetarypolicy/fomcminutes2026.htm"
    },
    {
      "@type": "CreativeWork",
      "name": "FXMacro Wire Primary Regulatory Reference (newyorkfed.org)",
      "url": "https://www.newyorkfed.org/markets/reference-rates/sofr"
    }
  ],
  "distribution": [
    {
      "@type": "DataDownload",
      "encodingFormat": "text/csv",
      "contentUrl": "https://fxmacrowire.com/api/datasets/fx-macro-wire-quantitative-metrics-time-series?format=csv"
    },
    {
      "@type": "DataDownload",
      "encodingFormat": "application/json",
      "contentUrl": "https://fxmacrowire.com/api/datasets/fx-macro-wire-quantitative-metrics-time-series?format=json"
    }
  ],
  "columns": [
    {
      "key": "seriesId",
      "label": "Series ID",
      "unitOrFormat": "Alphanumeric Code",
      "description": "Unique time-series observation identifier."
    },
    {
      "key": "metric",
      "label": "Quantitative Metric",
      "unitOrFormat": "Text",
      "description": "Specific financial, prudential, or microstructure variable measured."
    },
    {
      "key": "currentValue",
      "label": "2026 Current Value",
      "unitOrFormat": "Rate / Spread / Ratio",
      "description": "Latest verified observation for the 2026 reporting window."
    },
    {
      "key": "priorPeriod",
      "label": "Prior Period Baseline",
      "unitOrFormat": "Rate / Spread / Ratio",
      "description": "Comparative prior-period or pre-reform baseline value."
    },
    {
      "key": "changeBpsOrPct",
      "label": "Net Change (bps / %)",
      "unitOrFormat": "Delta (bps or %)",
      "description": "Net period-over-period change or structural regime shift."
    },
    {
      "key": "sourceCode",
      "label": "Primary Source Citation",
      "unitOrFormat": "Authority / Filing Code",
      "description": "Official regulatory filing, central bank release, or exchange source code."
    },
    {
      "key": "researchDossierSlug",
      "label": "Source Briefing Slug",
      "unitOrFormat": "URL Slug",
      "description": "Associated institutional research briefing slug on this domain."
    },
    {
      "key": "observationDate",
      "label": "Verification Date",
      "unitOrFormat": "ISO-8601 Date",
      "description": "Date of last fact-check verification by the editorial review board."
    }
  ],
  "rowCount": 10,
  "rows": [
    {
      "seriesId": "FX-MACRO-WIRE-101",
      "researchDossierSlug": "fx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-2026",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "FOMC Target Federal Funds Corridor",
      "currentValue": "4.25% - 4.50%",
      "priorPeriod": "4.50% - 4.75%",
      "changeBpsOrPct": "-25 bps",
      "sourceCode": "FED-H.15",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FX-MACRO-WIRE-102",
      "researchDossierSlug": "fx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-2026",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "Secured Overnight Financing Rate (SOFR)",
      "currentValue": "4.39%",
      "priorPeriod": "4.61%",
      "changeBpsOrPct": "-22 bps",
      "sourceCode": "NYFED-SOFR",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FX-MACRO-WIRE-103",
      "researchDossierSlug": "fx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-2026",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "Depository Institution Reserve Balances",
      "currentValue": "$3.28 Trillion",
      "priorPeriod": "$3.41 Trillion",
      "changeBpsOrPct": "-3.81%",
      "sourceCode": "FED-H.4.1",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FX-MACRO-WIRE-104",
      "researchDossierSlug": "fx-macro-wire-fomc-treasury-qt-taper-sofr-liquidity-analysis-2026",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "10-Year US Treasury Benchmark Yield",
      "currentValue": "4.18%",
      "priorPeriod": "4.02%",
      "changeBpsOrPct": "+16 bps",
      "sourceCode": "UST-CMT-10Y",
      "observationDate": "2026-10-21"
    },
    {
      "seriesId": "FX-MACRO-WIRE-105",
      "researchDossierSlug": "fx-macro-wire-sp500-semiconductor-capex-margin-attribution-q3-2026",
      "category": "Cross-Asset Volatility & Earnings",
      "metric": "Tier-1 Hyperscaler Quarterly Capex",
      "currentValue": "$64.8 Billion",
      "priorPeriod": "$46.8 Billion",
      "changeBpsOrPct": "+38.4%",
      "sourceCode": "SEC-EDGAR-10Q",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FX-MACRO-WIRE-106",
      "researchDossierSlug": "fx-macro-wire-sp500-semiconductor-capex-margin-attribution-q3-2026",
      "category": "Cross-Asset Volatility & Earnings",
      "metric": "Data Center Silicon Gross Margin",
      "currentValue": "74.2%",
      "priorPeriod": "71.9%",
      "changeBpsOrPct": "+230 bps",
      "sourceCode": "SEC-REG-SK",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FX-MACRO-WIRE-107",
      "researchDossierSlug": "fx-macro-wire-sp500-semiconductor-capex-margin-attribution-q3-2026",
      "category": "Cross-Asset Volatility & Earnings",
      "metric": "Hyperscaler FCF / Net Income Ratio",
      "currentValue": "78.4%",
      "priorPeriod": "82.5%",
      "changeBpsOrPct": "-410 bps",
      "sourceCode": "GAAP-CF-RECON",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FX-MACRO-WIRE-108",
      "researchDossierSlug": "fx-macro-wire-g10-cross-currency-basis-swap-treasury-hedging-costs",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "3M USD/JPY Annualized FX Hedge Cost",
      "currentValue": "3.82%",
      "priorPeriod": "5.00%",
      "changeBpsOrPct": "-118 bps",
      "sourceCode": "CME-FX-SWAP",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FX-MACRO-WIRE-109",
      "researchDossierSlug": "fx-macro-wire-g10-cross-currency-basis-swap-treasury-hedging-costs",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "3M EUR/USD SOFR-ESTR Cross-Currency Basis",
      "currentValue": "-11.5 bps",
      "priorPeriod": "-18.0 bps",
      "changeBpsOrPct": "+6.5 bps",
      "sourceCode": "ISDA-XCCY",
      "observationDate": "2026-10-20"
    },
    {
      "seriesId": "FX-MACRO-WIRE-110",
      "researchDossierSlug": "fx-macro-wire-g10-cross-currency-basis-swap-treasury-hedging-costs",
      "category": "Central Bank Policy & Macro Rates",
      "metric": "FX-Hedged 10Y UST Yield (JPY Investor)",
      "currentValue": "1.38%",
      "priorPeriod": "0.44%",
      "changeBpsOrPct": "+94 bps",
      "sourceCode": "UST-TIC-DATA",
      "observationDate": "2026-10-20"
    }
  ]
}