MOS-T-00010 Booked
USD 3Y SOFR Interest Rate Cap · Rates Trading · HSBC
Economics
$90,000,000
Buy
- Product
- CAP_USD_3Y — Cap
- Book
- RATES_USD
- Direction
- Buy
- Notional
- $90,000,000.00
- Price
- 0.940000
- P&L
- $46,000.00
- Trade date
- 09 Jul 2026
- Value date
- 11 Jul 2026
- Maturity
- 11 Jul 2029
Risk metrics
The sensitivities booked with this trade
- DV01
- 22,000
- VEGA
- 41,000
Four-eyes
- Trader
-
James Okafor james.okafor@markets.mufg
- Approver
-
Hiroshi Tanaka hiroshi.tanaka@markets.mufg
Counterparty
- Name
- HSBC Bank plc
- Short
- HSBC
- Rating
- A+
- Risk
- Standard