Tenor |
Ticker |
Swap Maturity |
Coupon (%) |
||
---|---|---|---|---|---|
{{ config.labels.groups[key-1] }} | |||||
{{ tenor(i) }} | {{ i.security_id }} | {{ i.eris_leg }} vs. {{ i.treasury_leg }} | {{ maturity_date(i) }} | {{ i.fixed_rate | rate(i.inst_type) | placeholder }} |
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 }} |
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 }} |
{{ config.bbg.go }}
then select {{ bbg_tab }}
.