For Trading Date
| Execution Time | Short Name | Bloomberg Code |
Quantity (Contracts) |
Notional ($) | Quantity (DV01) |
NPV Per Contract |
Par Rate Eqvlnt (%) |
Futures Price |
Aggressor | Trade Type |
|---|---|---|---|---|---|---|---|---|---|---|
Page:
DISCLAIMER: Certain data presented here are calculated using subjective inputs, including PV01 (change in value of a contract for a 1 bp change in the fixed rate), and DV01 (change in value of a contract for a 1 bp parallel shift in the yield curve), calculated at trade time. The information on this page is compiled by Eris Innovations for general purposes only. Eris Innovations does not warrant the accuracy or completeness of the information, and disclaims liability for errors or omissions. Nonetheless, Eris Innovations 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.