|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:00:34 EST 2020
| Setup Time => Mon Jan 27 01:00:34 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|--------------------------------------------------------------||
| [deposit::1m] => 0.001865 | 0.001969 | 0.002051 | 0.001874 ||
| [deposit::2m] => 0.001865 | 0.001969 | 0.001951 | 0.001974 ||
| [deposit::2w] => 0.001965 | 0.001969 | 0.001951 | 0.001874 ||
| [deposit::3w] => 0.001865 | 0.002069 | 0.001951 | 0.001874 ||
| [deposit::pll] => 0.001965 | 0.002069 | 0.002051 | 0.001974 ||
|--------------------------------------------------------------||
|---------------------------------------------------------------------------------------||
| [fra::00d] => 0.0019 | 0.0018 | 0.0013 | 0.0012 | 0.0013 | 0.0016 | 0.0020 | 0.0026 | 0.0031 ||
| [fra::01m] => 0.0018 | 0.0019 | 0.0013 | 0.0012 | 0.0013 | 0.0016 | 0.0020 | 0.0026 | 0.0031 ||
| [fra::03m] => 0.0018 | 0.0018 | 0.0014 | 0.0012 | 0.0013 | 0.0016 | 0.0020 | 0.0026 | 0.0031 ||
| [fra::06m] => 0.0018 | 0.0018 | 0.0013 | 0.0013 | 0.0013 | 0.0016 | 0.0020 | 0.0026 | 0.0031 ||
| [fra::09m] => 0.0018 | 0.0018 | 0.0013 | 0.0012 | 0.0014 | 0.0016 | 0.0020 | 0.0026 | 0.0031 ||
| [fra::12m] => 0.0018 | 0.0018 | 0.0013 | 0.0012 | 0.0013 | 0.0017 | 0.0020 | 0.0026 | 0.0031 ||
| [fra::15m] => 0.0018 | 0.0018 | 0.0013 | 0.0012 | 0.0013 | 0.0016 | 0.0021 | 0.0026 | 0.0031 ||
| [fra::18m] => 0.0018 | 0.0018 | 0.0013 | 0.0012 | 0.0013 | 0.0016 | 0.0020 | 0.0027 | 0.0031 ||
| [fra::21m] => 0.0018 | 0.0018 | 0.0013 | 0.0012 | 0.0013 | 0.0016 | 0.0020 | 0.0026 | 0.0032 ||
| [fra::pll] => 0.0019 | 0.0019 | 0.0014 | 0.0013 | 0.0014 | 0.0017 | 0.0021 | 0.0027 | 0.0032 ||
|---------------------------------------------------------------------------------------||
|----------------------------------------------------------------------------------------------------------------------------||
| [fixfloat::03y] => 0.0030 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::04y] => 0.0029 | 0.0045 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::05y] => 0.0028 | 0.0044 | 0.0063 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::06y] => 0.0029 | 0.0044 | 0.0062 | 0.0083 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::07y] => 0.0028 | 0.0044 | 0.0062 | 0.0082 | 0.0101 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::08y] => 0.0029 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0118 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::09y] => 0.0029 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0133 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::10y] => 0.0028 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0147 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::12y] => 0.0029 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0170 | 0.0193 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::15y] => 0.0028 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0194 | 0.0210 | 0.0216 | 0.0219 ||
| [fixfloat::20y] => 0.0029 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0211 | 0.0216 | 0.0219 ||
| [fixfloat::25y] => 0.0029 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0217 | 0.0219 ||
| [fixfloat::30y] => 0.0029 | 0.0044 | 0.0062 | 0.0082 | 0.0100 | 0.0117 | 0.0132 | 0.0146 | 0.0169 | 0.0193 | 0.0210 | 0.0216 | 0.0220 ||
| [fixfloat::pll] => 0.0030 | 0.0045 | 0.0063 | 0.0083 | 0.0101 | 0.0118 | 0.0133 | 0.0147 | 0.0170 | 0.0194 | 0.0211 | 0.0217 | 0.0220 ||
|----------------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------||
| [syntheticfloatfloat::35y] => 7.5000 | 6.0000 | 5.4000 | 5.0000 ||
| [syntheticfloatfloat::40y] => 6.5000 | 7.0000 | 5.4000 | 5.0000 ||
| [syntheticfloatfloat::50y] => 6.5000 | 6.0000 | 6.4000 | 5.0000 ||
| [syntheticfloatfloat::60y] => 6.5000 | 6.0000 | 5.4000 | 6.0000 ||
| [syntheticfloatfloat::pll] => 7.5000 | 7.0000 | 6.4000 | 6.0000 ||
|-----------------------------------------------------------||
|-----------------------------------------------------||
| FORWARD RATE => 04-JAN-2018 | 0.001865 | 0.001965 ||
| FORWARD RATE => 11-JAN-2018 | 0.001969 | 0.002069 ||
| FORWARD RATE => 21-JAN-2018 | 0.001951 | 0.002051 ||
| FORWARD RATE => 21-FEB-2018 | 0.001874 | 0.001974 ||
| FORWARD RATE => 21-MAR-2018 | 0.001790 | 0.001790 ||
| FORWARD RATE => 22-APR-2018 | 0.001775 | 0.001775 ||
| FORWARD RATE => 21-JUN-2018 | 0.001274 | 0.001274 ||
| FORWARD RATE => 21-SEP-2018 | 0.001222 | 0.001222 ||
| FORWARD RATE => 21-DEC-2018 | 0.001269 | 0.001269 ||
| FORWARD RATE => 21-MAR-2019 | 0.001565 | 0.001565 ||
| FORWARD RATE => 21-JUN-2019 | 0.001961 | 0.001961 ||
| FORWARD RATE => 21-SEP-2019 | 0.002556 | 0.002556 ||
| FORWARD RATE => 23-DEC-2019 | 0.003101 | 0.003101 ||
| SWAP RATE => 23-DEC-2020 | 0.002850 | 0.002950 ||
| SWAP RATE => 23-DEC-2021 | 0.004370 | 0.004470 ||
| SWAP RATE => 23-DEC-2022 | 0.006230 | 0.006330 ||
| SWAP RATE => 23-DEC-2023 | 0.008170 | 0.008270 ||
| SWAP RATE => 23-DEC-2024 | 0.010000 | 0.010100 ||
| SWAP RATE => 23-DEC-2025 | 0.011710 | 0.011810 ||
| SWAP RATE => 23-DEC-2026 | 0.013240 | 0.013340 ||
| SWAP RATE => 23-DEC-2027 | 0.014590 | 0.014690 ||
| SWAP RATE => 23-DEC-2029 | 0.016920 | 0.017020 ||
| SWAP RATE => 23-DEC-2032 | 0.019330 | 0.019430 ||
| SWAP RATE => 23-DEC-2037 | 0.020990 | 0.021090 ||
| SWAP RATE => 23-DEC-2042 | 0.021560 | 0.021660 ||
| SWAP RATE => 23-DEC-2047 | 0.021860 | 0.021960 ||
| DERIVED BASIS => 21-DEC-2052 | 6.500000 | 7.500000 ||
| DERIVED BASIS => 21-DEC-2057 | 6.000000 | 7.000000 ||
| DERIVED BASIS => 21-DEC-2067 | 5.400000 | 6.400000 ||
| DERIVED BASIS => 21-DEC-2077 | 5.000000 | 6.000000 ||
|-----------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:00:41 EST 2020
| Setup Time => Mon Jan 27 01:00:41 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|---------------------------------------------------------------------------------------------------------------||
| [capfloor::01y] => 0.00170010 | 0.01320000 | 0.02340000 | 0.03429999 | 0.04910001 | 0.09680000 | 0.16250000 ||
| [capfloor::02y] => 0.00170000 | 0.01320010 | 0.02340000 | 0.03429999 | 0.04910001 | 0.09680000 | 0.16250000 ||
| [capfloor::03y] => 0.00170000 | 0.01320000 | 0.02340010 | 0.03429999 | 0.04910001 | 0.09680000 | 0.16250000 ||
| [capfloor::04y] => 0.00170000 | 0.01320000 | 0.02340000 | 0.03430009 | 0.04910001 | 0.09680000 | 0.16250000 ||
| [capfloor::05y] => 0.00170000 | 0.01320000 | 0.02340000 | 0.03429999 | 0.04910011 | 0.09680000 | 0.16250000 ||
| [capfloor::07y] => 0.00170000 | 0.01320000 | 0.02340000 | 0.03429999 | 0.04910001 | 0.09680010 | 0.16250000 ||
| [capfloor::10y] => 0.00170000 | 0.01320000 | 0.02340000 | 0.03429999 | 0.04910001 | 0.09680000 | 0.16250010 ||
|---------------------------------------------------------------------------------------------------------------||
|-------------------------------------------------||
| PRICE => 21-DEC-2017 | 0.00170000 | 0.00170010 ||
| PRICE => 21-DEC-2017 | 0.01320000 | 0.01320010 ||
| PRICE => 21-DEC-2017 | 0.02340000 | 0.02340010 ||
| PRICE => 21-DEC-2017 | 0.03429999 | 0.03430009 ||
| PRICE => 21-DEC-2017 | 0.04910001 | 0.04910011 ||
| PRICE => 21-DEC-2017 | 0.09680000 | 0.09680010 ||
| PRICE => 21-DEC-2017 | 0.16250000 | 0.16250010 ||
|-------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:00:49 EST 2020
| Setup Time => Mon Jan 27 01:00:49 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|-------------------------------------------------------------------------||
| [deposit::01d] => 0.0014 | 0.0017 | 0.0017 | 0.0018 | 0.0020 | 0.0023 ||
| [deposit::02d] => 0.0013 | 0.0018 | 0.0017 | 0.0018 | 0.0020 | 0.0023 ||
| [deposit::07d] => 0.0013 | 0.0017 | 0.0018 | 0.0018 | 0.0020 | 0.0023 ||
| [deposit::14d] => 0.0013 | 0.0017 | 0.0017 | 0.0019 | 0.0020 | 0.0023 ||
| [deposit::30d] => 0.0013 | 0.0017 | 0.0017 | 0.0018 | 0.0021 | 0.0023 ||
| [deposit::60d] => 0.0013 | 0.0017 | 0.0017 | 0.0018 | 0.0020 | 0.0024 ||
| [deposit::pll] => 0.0014 | 0.0018 | 0.0018 | 0.0019 | 0.0021 | 0.0024 ||
|-------------------------------------------------------------------------||
|-----------------------------------------------------------------------------------------||
| [futures::0] => 0.0028 | 0.0032 | 0.0041 | 0.0054 | 0.0077 | 0.0104 | 0.0134 | 0.0160 ||
| [futures::1] => 0.0027 | 0.0033 | 0.0041 | 0.0054 | 0.0077 | 0.0104 | 0.0134 | 0.0160 ||
| [futures::2] => 0.0027 | 0.0032 | 0.0042 | 0.0054 | 0.0077 | 0.0104 | 0.0134 | 0.0160 ||
| [futures::3] => 0.0027 | 0.0032 | 0.0041 | 0.0055 | 0.0077 | 0.0104 | 0.0134 | 0.0160 ||
| [futures::4] => 0.0027 | 0.0032 | 0.0041 | 0.0054 | 0.0078 | 0.0104 | 0.0134 | 0.0160 ||
| [futures::5] => 0.0027 | 0.0032 | 0.0041 | 0.0054 | 0.0077 | 0.0105 | 0.0134 | 0.0160 ||
| [futures::6] => 0.0027 | 0.0032 | 0.0041 | 0.0054 | 0.0077 | 0.0104 | 0.0135 | 0.0160 ||
| [futures::7] => 0.0027 | 0.0032 | 0.0041 | 0.0054 | 0.0077 | 0.0104 | 0.0134 | 0.0161 ||
| [futures::p] => 0.0028 | 0.0033 | 0.0042 | 0.0055 | 0.0078 | 0.0105 | 0.0135 | 0.0161 ||
|-----------------------------------------------------------------------------------------||
|--------------------------------------------------------------------------------------------------------------------------------------------||
| [fixfloat::04y] => 0.0167 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::05y] => 0.0166 | 0.0207 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::06y] => 0.0166 | 0.0206 | 0.0242 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::07y] => 0.0166 | 0.0206 | 0.0241 | 0.0270 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::08y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0293 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::09y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0312 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::10y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0327 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::11y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0341 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::12y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0352 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::15y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0376 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::20y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0394 | 0.0402 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::25y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0403 | 0.0407 | 0.0409 | 0.0409 ||
| [fixfloat::30y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0408 | 0.0409 | 0.0409 ||
| [fixfloat::40y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0410 | 0.0409 ||
| [fixfloat::50y] => 0.0166 | 0.0206 | 0.0241 | 0.0269 | 0.0292 | 0.0311 | 0.0326 | 0.0340 | 0.0351 | 0.0375 | 0.0393 | 0.0402 | 0.0407 | 0.0409 | 0.0410 ||
| [fixfloat::pll] => 0.0167 | 0.0207 | 0.0242 | 0.0270 | 0.0293 | 0.0312 | 0.0327 | 0.0341 | 0.0352 | 0.0376 | 0.0394 | 0.0403 | 0.0408 | 0.0410 | 0.0410 ||
|--------------------------------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------||
| FORWARD RATE => 22-DEC-2017 | 0.001300 | 0.001400 ||
| FORWARD RATE => 26-DEC-2017 | 0.001700 | 0.001800 ||
| FORWARD RATE => 03-JAN-2018 | 0.001700 | 0.001800 ||
| FORWARD RATE => 12-JAN-2018 | 0.001800 | 0.001900 ||
| FORWARD RATE => 06-FEB-2018 | 0.002000 | 0.002100 ||
| FORWARD RATE => 21-MAR-2018 | 0.002300 | 0.002400 ||
| FORWARD RATE => 15-JUN-2018 | 0.002700 | 0.002800 ||
| FORWARD RATE => 15-SEP-2018 | 0.003200 | 0.003300 ||
| FORWARD RATE => 15-DEC-2018 | 0.004100 | 0.004200 ||
| FORWARD RATE => 15-MAR-2019 | 0.005400 | 0.005500 ||
| FORWARD RATE => 15-JUN-2019 | 0.007700 | 0.007800 ||
| FORWARD RATE => 15-SEP-2019 | 0.010400 | 0.010500 ||
| FORWARD RATE => 15-DEC-2019 | 0.013400 | 0.013500 ||
| FORWARD RATE => 15-MAR-2020 | 0.016000 | 0.016100 ||
| SWAP RATE => 26-DEC-2021 | 0.016600 | 0.016700 ||
| SWAP RATE => 26-DEC-2022 | 0.020600 | 0.020700 ||
| SWAP RATE => 26-DEC-2023 | 0.024100 | 0.024200 ||
| SWAP RATE => 26-DEC-2024 | 0.026900 | 0.027000 ||
| SWAP RATE => 26-DEC-2025 | 0.029200 | 0.029300 ||
| SWAP RATE => 26-DEC-2026 | 0.031100 | 0.031200 ||
| SWAP RATE => 26-DEC-2027 | 0.032600 | 0.032700 ||
| SWAP RATE => 26-DEC-2028 | 0.034000 | 0.034100 ||
| SWAP RATE => 26-DEC-2029 | 0.035100 | 0.035200 ||
| SWAP RATE => 26-DEC-2032 | 0.037500 | 0.037600 ||
| SWAP RATE => 26-DEC-2037 | 0.039300 | 0.039400 ||
| SWAP RATE => 26-DEC-2042 | 0.040200 | 0.040300 ||
| SWAP RATE => 26-DEC-2047 | 0.040700 | 0.040800 ||
| SWAP RATE => 26-DEC-2057 | 0.040900 | 0.041000 ||
| SWAP RATE => 26-DEC-2067 | 0.040900 | 0.041000 ||
|-----------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:00:53 EST 2020
| Setup Time => Mon Jan 27 01:00:53 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|-------------------------------------------------------------------------------------------------------------------||
| [fxfwd::1d] => 1.1012 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::1m] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0914 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::1w] => 1.1011 | 1.1007 | 1.0999 | 1.0977 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::2d] => 1.1011 | 1.1008 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::2m] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0981 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::2w] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0943 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::3d] => 1.1011 | 1.1007 | 1.1000 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::3m] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1089 | 1.1115 | 1.1011 ||
| [fxfwd::3w] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0905 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1011 ||
| [fxfwd::6m] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1116 | 1.1011 ||
| [fxfwd::9m] => 1.1011 | 1.1007 | 1.0999 | 1.0976 | 1.0942 | 1.0904 | 1.0913 | 1.0980 | 1.1088 | 1.1115 | 1.1012 ||
|-------------------------------------------------------------------------------------------------------------------||
|---------------------------------------------||
| OUTRIGHT => 28-JAN-2020 | 1.1011 | 1.1012 ||
| OUTRIGHT => 29-JAN-2020 | 1.1007 | 1.1008 ||
| OUTRIGHT => 30-JAN-2020 | 1.0999 | 1.1000 ||
| OUTRIGHT => 03-FEB-2020 | 1.0976 | 1.0977 ||
| OUTRIGHT => 10-FEB-2020 | 1.0942 | 1.0943 ||
| OUTRIGHT => 17-FEB-2020 | 1.0904 | 1.0905 ||
| OUTRIGHT => 27-FEB-2020 | 1.0913 | 1.0914 ||
| OUTRIGHT => 27-MAR-2020 | 1.0980 | 1.0981 ||
| OUTRIGHT => 27-APR-2020 | 1.1088 | 1.1089 ||
| OUTRIGHT => 27-JUL-2020 | 1.1115 | 1.1116 ||
| OUTRIGHT => 27-OCT-2020 | 1.1011 | 1.1012 ||
|---------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:00:53 EST 2020
| Setup Time => Mon Jan 27 01:00:53 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|-------------------------------------------------------------------||
| [tsy::21-dec-2019] => 0.0201 | 0.0250 | 0.0300 | 0.0325 | 0.0375 ||
| [tsy::21-dec-2021] => 0.0200 | 0.0251 | 0.0300 | 0.0325 | 0.0375 ||
| [tsy::21-dec-2022] => 0.0200 | 0.0250 | 0.0301 | 0.0325 | 0.0375 ||
| [tsy::21-dec-2024] => 0.0200 | 0.0250 | 0.0300 | 0.0326 | 0.0375 ||
| [tsy::21-dec-2027] => 0.0200 | 0.0250 | 0.0300 | 0.0325 | 0.0376 ||
|-------------------------------------------------------------------||
|-------------------------------------||
| YIELD => 21-DEC-2019 | 2.00% | 2.01% ||
| YIELD => 21-DEC-2021 | 2.50% | 2.51% ||
| YIELD => 21-DEC-2022 | 3.00% | 3.01% ||
| YIELD => 21-DEC-2024 | 3.25% | 3.26% ||
| YIELD => 21-DEC-2027 | 3.75% | 3.76% ||
|-------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:00:53 EST 2020
| Setup Time => Mon Jan 27 01:00:53 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|----------------------------------------------||
| [deposit::01d] => 0.0005 | 0.0004 ||
| [deposit::03d] => 0.0004 | 0.0005 ||
| [deposit::pll] => 0.0005 | 0.0005 ||
|----------------------------------------------||
|---------------------------------------------------------------||
| [shortendois::01m] => 0.0007 | 0.0007 | 0.0008 | 0.0008 ||
| [shortendois::01w] => 0.0008 | 0.0007 | 0.0008 | 0.0007 ||
| [shortendois::02w] => 0.0007 | 0.0008 | 0.0008 | 0.0007 ||
| [shortendois::03w] => 0.0007 | 0.0007 | 0.0009 | 0.0007 ||
| [shortendois::pll] => 0.0008 | 0.0008 | 0.0009 | 0.0008 ||
|---------------------------------------------------------------||
|-----------------------------------------------------------------------------||
| [oisfutures::01m x 1m] => 0.0006 | 0.0002 |-0.0001 |-0.0001 |-0.0001 ||
| [oisfutures::02m x 1m] => 0.0005 | 0.0003 |-0.0001 |-0.0001 |-0.0001 ||
| [oisfutures::03m x 1m] => 0.0005 | 0.0002 | 0.0000 |-0.0001 |-0.0001 ||
| [oisfutures::04m x 1m] => 0.0005 | 0.0002 |-0.0001 |-0.0000 |-0.0001 ||
| [oisfutures::05m x 1m] => 0.0005 | 0.0002 |-0.0001 |-0.0001 |-0.0000 ||
| [oisfutures::parallel] => 0.0006 | 0.0003 | 0.0000 |-0.0000 |-0.0000 ||
|-----------------------------------------------------------------------------||
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
| [longendois::02y] => 0.0000 | 0.0001 | 0.0002 | 0.0005 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::03y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0014 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::04y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0028 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::05y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0047 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::06y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0066 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::07y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0084 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::08y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0101 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::09y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0116 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::10y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0129 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::11y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0141 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::12y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0153 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::15m] => 0.0001 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::15y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0177 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::18m] => 0.0000 | 0.0002 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::20y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0195 | 0.0200 | 0.0204 ||
| [longendois::21m] => 0.0000 | 0.0001 | 0.0003 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0204 ||
| [longendois::25y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0201 | 0.0204 ||
| [longendois::30y] => 0.0000 | 0.0001 | 0.0002 | 0.0004 | 0.0013 | 0.0027 | 0.0046 | 0.0065 | 0.0083 | 0.0100 | 0.0115 | 0.0128 | 0.0140 | 0.0152 | 0.0176 | 0.0194 | 0.0200 | 0.0205 ||
| [longendois::pll] => 0.0001 | 0.0002 | 0.0003 | 0.0005 | 0.0014 | 0.0028 | 0.0047 | 0.0066 | 0.0084 | 0.0101 | 0.0116 | 0.0129 | 0.0141 | 0.0153 | 0.0177 | 0.0195 | 0.0201 | 0.0205 ||
|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------||
| FORWARD RATE => 22-DEC-2017 | 0.000400 | 0.000500 ||
| FORWARD RATE => 27-DEC-2017 | 0.000400 | 0.000500 ||
| SWAP RATE => 03-JAN-2018 | 0.000700 | 0.000800 ||
| SWAP RATE => 10-JAN-2018 | 0.000690 | 0.000790 ||
| SWAP RATE => 17-JAN-2018 | 0.000780 | 0.000880 ||
| SWAP RATE => 27-JAN-2018 | 0.000740 | 0.000840 ||
| SWAP RATE => 24-FEB-2018 | 0.000460 | 0.000560 ||
| SWAP RATE => 23-MAR-2018 | 0.000160 | 0.000260 ||
| SWAP RATE => 23-APR-2018 | -0.000070 | 0.000030 ||
| SWAP RATE => 25-MAY-2018 | -0.000130 | -0.000030 ||
| SWAP RATE => 23-JUN-2018 | -0.000140 | -0.000040 ||
| SWAP RATE => 27-MAR-2019 | 0.000020 | 0.000120 ||
| SWAP RATE => 27-JUN-2019 | 0.000080 | 0.000180 ||
| SWAP RATE => 27-SEP-2019 | 0.000210 | 0.000310 ||
| SWAP RATE => 27-DEC-2019 | 0.000360 | 0.000460 ||
| SWAP RATE => 27-DEC-2020 | 0.001270 | 0.001370 ||
| SWAP RATE => 27-DEC-2021 | 0.002740 | 0.002840 ||
| SWAP RATE => 27-DEC-2022 | 0.004560 | 0.004660 ||
| SWAP RATE => 27-DEC-2023 | 0.006470 | 0.006570 ||
| SWAP RATE => 27-DEC-2024 | 0.008270 | 0.008370 ||
| SWAP RATE => 27-DEC-2025 | 0.009960 | 0.010060 ||
| SWAP RATE => 27-DEC-2026 | 0.011470 | 0.011570 ||
| SWAP RATE => 27-DEC-2027 | 0.012800 | 0.012900 ||
| SWAP RATE => 27-DEC-2028 | 0.014040 | 0.014140 ||
| SWAP RATE => 27-DEC-2029 | 0.015160 | 0.015260 ||
| SWAP RATE => 27-DEC-2032 | 0.017640 | 0.017740 ||
| SWAP RATE => 27-DEC-2037 | 0.019390 | 0.019490 ||
| SWAP RATE => 27-DEC-2042 | 0.020030 | 0.020130 ||
| SWAP RATE => 27-DEC-2047 | 0.020380 | 0.020480 ||
|-----------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:09 EST 2020
| Setup Time => Mon Jan 27 01:02:09 EST 2020
| Setup Duration => 1 ms
|-----------------------------------------------------------------|
|---------------------------------------------------------------------------------------------------------------------||
| [deposit::1d] => 0.003665 | 0.003858 | 0.003840 | 0.003922 | 0.003869 | 0.003698 | 0.003527 | 0.003342 | 0.003225 ||
| [deposit::1m] => 0.003565 | 0.003858 | 0.003840 | 0.003922 | 0.003969 | 0.003698 | 0.003527 | 0.003342 | 0.003225 ||
| [deposit::1w] => 0.003565 | 0.003958 | 0.003840 | 0.003922 | 0.003869 | 0.003698 | 0.003527 | 0.003342 | 0.003225 ||
| [deposit::2m] => 0.003565 | 0.003858 | 0.003840 | 0.003922 | 0.003869 | 0.003798 | 0.003527 | 0.003342 | 0.003225 ||
| [deposit::2w] => 0.003565 | 0.003858 | 0.003940 | 0.003922 | 0.003869 | 0.003698 | 0.003527 | 0.003342 | 0.003225 ||
| [deposit::3m] => 0.003565 | 0.003858 | 0.003840 | 0.003922 | 0.003869 | 0.003698 | 0.003627 | 0.003342 | 0.003225 ||
| [deposit::3w] => 0.003565 | 0.003858 | 0.003840 | 0.004022 | 0.003869 | 0.003698 | 0.003527 | 0.003342 | 0.003225 ||
| [deposit::4m] => 0.003565 | 0.003858 | 0.003840 | 0.003922 | 0.003869 | 0.003698 | 0.003527 | 0.003442 | 0.003225 ||
| [deposit::5m] => 0.003565 | 0.003858 | 0.003840 | 0.003922 | 0.003869 | 0.003698 | 0.003527 | 0.003342 | 0.003325 ||
| [deposit::pll] => 0.003665 | 0.003958 | 0.003940 | 0.004022 | 0.003969 | 0.003798 | 0.003627 | 0.003442 | 0.003325 ||
|---------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------||
| [fra::00d] => 0.003220 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::01m] => 0.003120 | 0.003030 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::02m] => 0.003120 | 0.002930 | 0.002820 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::03m] => 0.003120 | 0.002930 | 0.002720 | 0.002700 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::04m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002660 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::05m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002620 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::06m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002580 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::07m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002640 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::08m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002710 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::09m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002770 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::10m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002890 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::11m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.003010 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::12m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003130 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::13m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003280 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::14m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003450 | 0.003520 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::15m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003620 | 0.003710 | 0.003890 | 0.004090 ||
| [fra::16m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003810 | 0.003890 | 0.004090 ||
| [fra::17m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003990 | 0.004090 ||
| [fra::18m] => 0.003120 | 0.002930 | 0.002720 | 0.002600 | 0.002560 | 0.002520 | 0.002480 | 0.002540 | 0.002610 | 0.002670 | 0.002790 | 0.002910 | 0.003030 | 0.003180 | 0.003350 | 0.003520 | 0.003710 | 0.003890 | 0.004190 ||
| [fra::pll] => 0.003220 | 0.003030 | 0.002820 | 0.002700 | 0.002660 | 0.002620 | 0.002580 | 0.002640 | 0.002710 | 0.002770 | 0.002890 | 0.003010 | 0.003130 | 0.003280 | 0.003450 | 0.003620 | 0.003810 | 0.003990 | 0.004190 ||
|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------||
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
| [fixfloat::03y] => 0.004340 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::04y] => 0.004240 | 0.005860 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::05y] => 0.004240 | 0.005760 | 0.007720 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::06y] => 0.004240 | 0.005760 | 0.007620 | 0.009640 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::07y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011450 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::08y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013130 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::09y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014620 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::10y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015940 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::12y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018190 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::15y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020470 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::20y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021970 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::25y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022440 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::30y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022660 | 0.022950 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::35y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.023050 | 0.023480 | 0.024210 | 0.024630 ||
| [fixfloat::40y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023580 | 0.024210 | 0.024630 ||
| [fixfloat::50y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024310 | 0.024630 ||
| [fixfloat::60y] => 0.004240 | 0.005760 | 0.007620 | 0.009540 | 0.011350 | 0.013030 | 0.014520 | 0.015840 | 0.018090 | 0.020370 | 0.021870 | 0.022340 | 0.022560 | 0.022950 | 0.023480 | 0.024210 | 0.024730 ||
| [fixfloat::pll] => 0.004340 | 0.005860 | 0.007720 | 0.009640 | 0.011450 | 0.013130 | 0.014620 | 0.015940 | 0.018190 | 0.020470 | 0.021970 | 0.022440 | 0.022660 | 0.023050 | 0.023580 | 0.024310 | 0.024730 ||
|------------------------------------------------------------------------------------------------------------------------------------------------------------||
|-----------------------------------------------------||
| FORWARD RATE => 22-DEC-2017 | 0.003565 | 0.003665 ||
| FORWARD RATE => 28-DEC-2017 | 0.003858 | 0.003958 ||
| FORWARD RATE => 04-JAN-2018 | 0.003840 | 0.003940 ||
| FORWARD RATE => 11-JAN-2018 | 0.003922 | 0.004022 ||
| FORWARD RATE => 21-JAN-2018 | 0.003869 | 0.003969 ||
| FORWARD RATE => 21-FEB-2018 | 0.003698 | 0.003798 ||
| FORWARD RATE => 21-MAR-2018 | 0.003527 | 0.003627 ||
| FORWARD RATE => 21-APR-2018 | 0.003342 | 0.003442 ||
| FORWARD RATE => 21-MAY-2018 | 0.003225 | 0.003325 ||
| FORWARD RATE => 21-JUN-2018 | 0.003120 | 0.003220 ||
| FORWARD RATE => 22-JUL-2018 | 0.002930 | 0.003030 ||
| FORWARD RATE => 21-AUG-2018 | 0.002720 | 0.002820 ||
| FORWARD RATE => 21-SEP-2018 | 0.002600 | 0.002700 ||
| FORWARD RATE => 23-OCT-2018 | 0.002560 | 0.002660 ||
| FORWARD RATE => 21-NOV-2018 | 0.002520 | 0.002620 ||
| FORWARD RATE => 21-DEC-2018 | 0.002480 | 0.002580 ||
| FORWARD RATE => 23-JAN-2019 | 0.002540 | 0.002640 ||
| FORWARD RATE => 21-FEB-2019 | 0.002610 | 0.002710 ||
| FORWARD RATE => 21-MAR-2019 | 0.002670 | 0.002770 ||
| FORWARD RATE => 22-APR-2019 | 0.002790 | 0.002890 ||
| FORWARD RATE => 21-MAY-2019 | 0.002910 | 0.003010 ||
| FORWARD RATE => 21-JUN-2019 | 0.003030 | 0.003130 ||
| FORWARD RATE => 21-JUL-2019 | 0.003180 | 0.003280 ||
| FORWARD RATE => 21-AUG-2019 | 0.003350 | 0.003450 ||
| FORWARD RATE => 21-SEP-2019 | 0.003520 | 0.003620 ||
| FORWARD RATE => 23-OCT-2019 | 0.003710 | 0.003810 ||
| FORWARD RATE => 21-NOV-2019 | 0.003890 | 0.003990 ||
| FORWARD RATE => 21-DEC-2019 | 0.004090 | 0.004190 ||
| SWAP RATE => 23-DEC-2020 | 0.004240 | 0.004340 ||
| SWAP RATE => 23-DEC-2021 | 0.005760 | 0.005860 ||
| SWAP RATE => 23-DEC-2022 | 0.007620 | 0.007720 ||
| SWAP RATE => 23-DEC-2023 | 0.009540 | 0.009640 ||
| SWAP RATE => 23-DEC-2024 | 0.011350 | 0.011450 ||
| SWAP RATE => 23-DEC-2025 | 0.013030 | 0.013130 ||
| SWAP RATE => 23-DEC-2026 | 0.014520 | 0.014620 ||
| SWAP RATE => 23-DEC-2027 | 0.015840 | 0.015940 ||
| SWAP RATE => 23-DEC-2029 | 0.018090 | 0.018190 ||
| SWAP RATE => 23-DEC-2032 | 0.020370 | 0.020470 ||
| SWAP RATE => 23-DEC-2037 | 0.021870 | 0.021970 ||
| SWAP RATE => 23-DEC-2042 | 0.022340 | 0.022440 ||
| SWAP RATE => 23-DEC-2047 | 0.022560 | 0.022660 ||
| SWAP RATE => 23-DEC-2052 | 0.022950 | 0.023050 ||
| SWAP RATE => 23-DEC-2057 | 0.023480 | 0.023580 ||
| SWAP RATE => 23-DEC-2067 | 0.024210 | 0.024310 ||
| SWAP RATE => 23-DEC-2077 | 0.024630 | 0.024730 ||
|-----------------------------------------------------||
|-----------------------------------------------------------------|
| Copyright (C) 2011-2020 (DRIP, DROP)
|-----------------------------------------------------------------|
| Build Version => 4.66.0 multi mode
| Build JVM (TM) => 1.8.0_112
| Build Snap => Sun Jan 26 23:00:02 EST 2020
| Start Time => Mon Jan 27 01:02:14 EST 2020
| Setup Time => Mon Jan 27 01:02:14 EST 2020
| Setup Duration => 0 ms
|-----------------------------------------------------------------|
|----------------------------------------------------------------------------||
| [cds::01y] => 60.0 | 69.0 | 88.0 | 102.0 | 121.0 | 138.0 | 168.0 | 188.0 ||
| [cds::02y] => 60.0 | 68.0 | 89.0 | 102.0 | 121.0 | 138.0 | 168.0 | 188.0 ||
| [cds::03y] => 60.0 | 68.0 | 88.0 | 103.0 | 121.0 | 138.0 | 168.0 | 188.0 ||
| [cds::04y] => 60.0 | 68.0 | 88.0 | 102.0 | 122.0 | 138.0 | 168.0 | 188.0 ||
| [cds::05y] => 60.0 | 68.0 | 88.0 | 102.0 | 121.0 | 139.0 | 168.0 | 188.0 ||
| [cds::06m] => 61.0 | 68.0 | 88.0 | 102.0 | 121.0 | 138.0 | 168.0 | 188.0 ||
| [cds::07y] => 60.0 | 68.0 | 88.0 | 102.0 | 121.0 | 138.0 | 169.0 | 188.0 ||
| [cds::10y] => 60.0 | 68.0 | 88.0 | 102.0 | 121.0 | 138.0 | 168.0 | 189.0 ||
|----------------------------------------------------------------------------||
|--------------------------------------------||
| FAIR PREMIUM => 20-SEP-2018 | 060.0 | 061.0 ||
| FAIR PREMIUM => 20-MAR-2019 | 068.0 | 069.0 ||
| FAIR PREMIUM => 20-MAR-2020 | 088.0 | 089.0 ||
| FAIR PREMIUM => 20-MAR-2021 | 102.0 | 103.0 ||
| FAIR PREMIUM => 20-MAR-2022 | 121.0 | 122.0 ||
| FAIR PREMIUM => 20-MAR-2023 | 138.0 | 139.0 ||
| FAIR PREMIUM => 20-MAR-2025 | 168.0 | 169.0 ||
| FAIR PREMIUM => 20-MAR-2028 | 188.0 | 189.0 ||
|--------------------------------------------||