MOS-T-00005 Booked
USD 1Y into 10Y Payer Swaption · Rates Trading · Goldman Sachs
Economics
$150,000,000
Buy
- Product
- SWAPTION_USD_1Y10Y — Swaption
- Book
- RATES_USD
- Direction
- Buy
- Notional
- $150,000,000.00
- Price
- 1.850000
- P&L
- $320,000.00
- Trade date
- 04 Jul 2026
- Value date
- 06 Jul 2026
- Maturity
- 12 Jul 2027
Risk metrics
The sensitivities booked with this trade
- DV01
- 68,000
- VEGA
- 92,000
- GAMMA
- 1,200
Four-eyes
- Trader
-
James Okafor james.okafor@markets.mufg
- Approver
-
Hiroshi Tanaka hiroshi.tanaka@markets.mufg
Counterparty
- Name
- Goldman Sachs International
- Short
- Goldman Sachs
- Rating
- A+
- Risk
- Standard