For Trading Date
| Execution Time | Short Name | Bloomberg Code |
Quantity (Contracts) |
Notional ($) | Fixed Rate (%) |
NPV Per Contract |
Par Rate Eqvlnt (%) |
Futures Price |
Trade Type |
|---|---|---|---|---|---|---|---|---|---|
Page:
DISCLAIMER: Par Rate Equivalents (ParRateEqvlnt) are calculated using a methodology which uses subjective inputs, including PV01s (Change in value of a contract for a 1bp change in the fixed rate). The information on this page is compiled by Eris Exchange for general purposes only. Eris Exchange does not warrant the accuracy or completeness of the information, and disclaims liability for errors or omissions. Nonetheless, Eris Exchange strives to provide accurate and timely information and reserves the right to make changes and corrections at any time, without notice, but makes no commitment to update the information. The content is provided "AS IS" as there may be inadvertent inaccuracies, errors and omissions.