Contract Details
Tenor	Ticker	Swap Maturity	Coupon (%)
{{ config.labels.groups[key-1] }}
{{ tenor(i) }}	{{ i.security_id }}

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(i.inst_type) \| placeholder }}	{{ i.bid_futures_px \| settle \| placeholder }}	{{ i.ask_futures_px \| settle \| placeholder }}	{{ i.ask_par_rate \| rate(i.inst_type) \| 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 & Margin {{ selectedSecurityID | placeholder }} Risk
B/A Diff (bps)	B/A Diff ($)	Chg on Day%	Mnt Mrgn ($)

{{ bid_ask_diff_bps(i) \| accounting(2) \| placeholder }}	{{ bid_ask_diff_npv(i) \| accounting(2) \| placeholder }}	{{ chg_on_day(i) \| accounting(3) \| placeholder }}	{{ i.fut_sec_spec_ml \| placeholder }}

Risk & Settles B/A
DV01	PV01	T-1 Settle {{ yesterday_date() \| placeholder }}	Settle {{ today_date() \| placeholder }}

{{ dv01(i) \| dv01 \| placeholder }}	{{ pv01(i) \| pv01 \| 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(i.inst_type) \| placeholder }}	{{ i.settle_par_rate \| rate(i.inst_type) \| placeholder }}	{{ i.dv01 \| dv01 \| placeholder }}

The market data displayed above represents live, executable bids and offers for Eris Swap Futures trading on the CME Globex electronic trading platform, and cleared through CME Clearing. Quotes are shown during CME Globex market hours (Sunday 6pm to Friday 5pm ET, with a 60-minute break each day from 5pm to 6pm ET). Par Rate Equivalents (ParRateEqvInt) 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). Bars represent quoted contracts. Widget version {{ revision }}. Data last updated on {{ updated_at | datetime }}.

Compare to Interest Rate Swaps: {{ config.bbg.go }} then select {{ bbg_tab }}.

DV01	PV01	T-1 Settle {{ yesterday_date() \| placeholder }}	Settle {{ today_date() \| placeholder }}

{{ dv01(i) \| dv01 \| placeholder }}	{{ pv01(i) \| pv01 \| placeholder }}	{{ yesterday_settle(i) \| settle \| placeholder }}	{{ today_settle(i) \| settle \| placeholder }}