Contract Details

Tenor

Ticker

Swap Maturity

Coupon (%)
{{ config.labels.groups[idx] }}
{{ tenor(i) }} {{ i.security_id }} {{ maturity_date(i) }} {{ i.fixed_rate | rate | placeholder }}
Live Markets
TotalBid
Qty
Bid
Qty

Bid%

Bid

Ask

Ask%

AskQty
TotalAsk
Qty
Last
Updated
 
{{ i.total_bid_qty | zero_placeholder }} {{ i.bid_qty | zero_placeholder }} {{ i.bid_par_rate | rate | placeholder }} {{ i.bid_futures_px | settle | placeholder }} {{ i.ask_futures_px | settle | placeholder }} {{ i.ask_par_rate | rate | placeholder }} {{ i.ask_qty | zero_placeholder }} {{ i.total_ask_qty | zero_placeholder }} {{ bid_ask_updated_at(i) | timeofday | placeholder }}
{{ selectedShortName | placeholder }} B/A
{{ row.bid }} {{ row.px }} {{ row.rate }} {{ row.ask }}
Click to Expand
Bid/Ask Comparison {{ selectedSecurityID | placeholder }} Risk
B/A Diff
(bps)
B/A Diff
($)
Chg on
Day%
Mid vs
Eris {{ other_type | upcase }}%
 
{{ bid_ask_diff_bps(i) | accounting(2) | placeholder }} {{ bid_ask_diff_npv(i) | accounting(2) | placeholder }} {{ chg_on_day(i) | accounting(3) | placeholder }} {{ vs_libor(i, "midortheo_par_rate") | accounting(3) | placeholder }}
Risk & Margin Detail B/A

DV01

Mnt Mrgn ($)
T-1 Settle
{{ yesterday_date() | placeholder }}
Settle
{{ today_date() | placeholder }}
 
{{ i.dv01 | dv01 | placeholder }} {{ i.fut_sec_spec_ml | placeholder }} {{ yesterday_settle(i) | settle | placeholder }} {{ today_settle(i) | settle | placeholder }}
Spot Implied Rates
Current {{ settle_date | placeholder }} DV01
{{ i.security_id }} {{ i.theo_par_rate | rate | placeholder }} {{ i.settle_par_rate | rate | placeholder }} {{ i.dv01 | dv01 | placeholder }}
Eris Implied Par Rates
Compare to Interest Rate Swaps: {{ config.bbg.go }} then select {{ bbg_tab }}.