| Forward Prices | Implied Volatilities | ||||||
Attribute | Money-ness† | LIBOR | OIS | % Variation | Money-ness†† | LIBOR | OIS | % Variation |
PV |
| 13,777,938 | 13,800,717 | 0.2% |
| 5,244,861 | 5,255,271 | 0.2% |
|
| 1,150,899 | 1,152,906 | 0.2% |
| 694,463 | 695,745 | 0.2% |
| 25% | 14,023 | 14,042 | 0.1% | 12% | 9571 | 9585 | 0.1% |
|
| 595,019 | 596,231 | 0.2% |
| 516,839 | 517,903 | 0.2% |
|
| (16,525) | (16,507) | (0.1%) |
| (18,081) | (18,083) | 0.0% |
|
| (3147) | (3155) | 0.3% |
| (2015) | (2021) | 0.3% |
PV |
| 4,337,134 | 4,345,173 | 0.2% |
| 2,054,021 | 2,058,153 | 0.2% |
|
| 783,192 | 784,559 | 0.2% |
| 611,744 | 613,095 | 0.2% |
| 10% | 14,758 | 14,779 | 0.1% | 6% | 11,187 | 11,209 | 0.2% |
|
| 575,235 | 576,410 | 0.2% |
| 503,784 | 504,826 | 0.2% |
|
| (14,086) | (14,085) | 0.0% |
| (13,315) | (13,318) | 0.0% |
|
| (1815) | (1821) | 0.3% |
| (1462) | (1466) | 0.3% |
PV |
| 0 | 0 | - |
| 0 | 0 | - |
|
| 540,123 | 541,161 | 0.2% |
| 540,123 | 541,161 | 0.2% |
| 0% | 12,464 | 12,483 | 0.2% | 0% | 12,464 | 12,483 | 0.2% |
|
| 485,438 | 486,451 | 0.2% |
| 485,438 | 486,451 | 0.2% |
|
| (10,176) | (10,179) | 0.0% |
| (10,176) | (10,179) | 0.0% |
|
| (1098) | (1102) | 0.4% |
| (1098) | (1102) | 0.4% |
PV |
| (2,748,483) | (2,755,199) | 0.2% |
| (1,909,742) | (1,914,229) | 0.2% |
|
| 303,525 | 304,156 | 0.2% |
| 435,983 | 436,900 | 0.2% |
| (10%) | 8130 | 8146 | 0.2% | (6%) | 13,422 | 13,447 | 0.2% |
|
| 326,468 | 327,202 | 0.2% |
| 442,185 | 443,173 | 0.2% |
|
| (6252) | (6257) | 0.1% |
| (7089) | (7094) | 0.1% |
|
| (515) | (517) | 0.4% |
| (709) | (711) | 0.3% |
PV |
| (4,690,290) | (4,701,188) | 0.2% |
| (4,224,009) | (4,234,218) | 0.2% |
|
| 117,291 | 117,540 | 0.2% |
| 212,035 | 212,443 | 0.2% |
| (25%) | 3731 | 3739 | 0.2% | (12%) | 11,305 | 11,327 | 0.2% |
|
| 144,181 | 144,509 | 0.2% |
| 291,952 | 292,580 | 0.2% |
|
| (2486) | (2489) | 0.1% |
| (2818) | (2,821) | 0.1% |
|
| (156) | (156) | 0.0% |
| (216) | (217) | 0.5% |