Dynamic Pricing & Quote Engine
Price a RATES or FX product against its live curve, derive the desk margin and term sheet, and track the quote tape. Selected: 10Y US Treasury Note.
Last run:
Completed
02 Jul 19:09
Quotes MTD
0
this month
Avg margin
15 bps
across the tape
Win rate
71.4%
5 of 7 decided
Term sheets
12
produced
Product specification
- Product code
- BOND_UST_10Y
- Asset class
- Rates
- Type
- Government bond
- Base currency
- USD
- Tenor
- 10Y
- Isin
- US91282CJL45
- Coupon
- 3.5
- Issuer
- US Treasury
USD SOFR Swap Curve
Term structure the model discounts against
Computed term sheet — 10Y US Treasury Note
- Notional
- $50,000,000
- Mid level
- 3.980%
- Client level
- 4.090%
- Desk margin
- 11 bps
- Est. NPV (day-1 revenue)
- $550,000
- Curve
- USD SOFR Swap Curve
Recent term sheets
| Product | Client | Notional | Price | Margin | Status | As of |
|---|---|---|---|---|---|---|
| FX_FWD_GBPUSD_3M | SoftBank | £58M | 1.263 | 10 bps | Quoted | 10 Jul 2026 |
| IRS_USD_10Y | Siemens | $189M | 3.99 | 10 bps | Won | 08 Jul 2026 |
| FXO_EURUSD_1Y | Evergrande | €21M | 8.6 | 25 bps | Quoted | 05 Jul 2026 |
| OIS_USD_SOFR | Rio Tinto | $357M | 3.92 | 13 bps | Quoted | 05 Jul 2026 |
| IRS_USD_10Y | Toyota | $144M | 3.98 | 12 bps | Won | 02 Jul 2026 |
| FX_FWD_EURUSD_3M | Nestle | €28M | 1.0885 | 9 bps | Quoted | 01 Jul 2026 |
| NDF_USDKRW_3M | Nippon Life | $12M | 1362.5 | 16 bps | Lost | 17 Jun 2026 |
| FX_FWD_USDJPY_6M | Rio Tinto | $30M | 149.07 | 12 bps | Lost | 17 Jun 2026 |
| XCCY_USDJPY_5Y | Rio Tinto | $85M | 0.62 | 32 bps | Won | 10 Jun 2026 |
| IRS_EUR_5Y | Toyota | €267M | 2.58 | 8 bps | Won | 24 May 2026 |
| SWAPTION_USD_1Y10Y | Enel | $369M | 21.4 | 24 bps | Won | 19 May 2026 |
| FX_FWD_EURUSD_3M | BlackRock | €248M | 1.0879 | 9 bps | Quoted | 11 May 2026 |