MOS-T-00002 Booked
USD 10Y Interest Rate Swap · Rates Trading · JPMorgan
Economics
$250,000,000
Receive
- Product
- IRS_USD_10Y — Interest rate swap
- Book
- RATES_USD
- Direction
- Receive
- Notional
- $250,000,000.00
- Rate
- 3.965000
- P&L
- $-410,000.00
- Trade date
- 12 Jun 2026
- Value date
- 14 Jun 2026
- Maturity
- 09 Jul 2036
Risk metrics
The sensitivities booked with this trade
- DV01
- -227,500
- PV01
- -227,000
- CONVEXITY
- -3,000
Four-eyes
- Trader
-
James Okafor james.okafor@markets.mufg
- Approver
-
Hiroshi Tanaka hiroshi.tanaka@markets.mufg
Counterparty
- Name
- JPMorgan Chase Bank NA
- Short
- JPMorgan
- Rating
- A-
- Risk
- Standard