Valuations for {{businessDate}}

Portfolio (1/5)

Trades

Type Trades
IR/FX {{data.portfolio.IRFX | number}}
Commodity {{data.portfolio.credit | number}}
Credit {{data.portfolio.commodity | number}}
Equity {{data.portfolio.equity | number}}
Total {{data.portfolio.total | number}}

Base Currency

{{data.portfolio.baseCurrency}}

Agreed with counterparty

Market Data (2/5)

{{data.marketData.yieldCurves.name}} Yield curves

Tenor Rate
{{v.tenor}} {{v.rate}}

{{data.marketData.fixings.name}} Fixings

Tenor Rate
{{v.tenor}} {{v.rate}}

Market Data Source

R3 Sample Oracle

Agreed with counterparty

Sensitivities (3/5)

Risk Type Delta (Qualifier {{data.sensitivities.currency[0].currency}})

Tenor EUR-DSCON-BIMM EUR-EURIBOR3M-BIMM
{{v.tenor}} {{v['EUR-DSCON-BIMM'] | number}} {{v['EUR-EURIBOR3M-BIMM'] | number}}

Agreed with counterparty

Initial Margin (4/5)

Post

Type IM
IR/FX {{data.initialMargin.post.IRFX | number}}
Commodity {{data.initialMargin.post.credit | number}}
Credit {{data.initialMargin.post.commodity | number}}
Equity {{data.initialMargin.post.equity | number}}
Total {{data.initialMargin.post.total | number}}

Call

Type IM
IR/FX {{data.initialMargin.call.IRFX | number}}
Commodity {{data.initialMargin.call.credit | number}}
Credit {{data.initialMargin.call.commodity | number}}
Equity {{data.initialMargin.call.equity | number}}
Total {{data.initialMargin.call.total | number}}

Base Currency

{{data.portfolio.baseCurrency}}

Agreed with counterparty

Confirmation (5/5)

Joint Confirmation ID

{{data.confirmation.hash}}

Agreed with counterparty