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Splet26. mar. 2024 · To finish, let's express the idea with numbers. Let's say the duration of the floater for party 'A' is 0.125 and the duration on the short side is 0.75. In this case the duration of the swap would be. 0.125 − 0.75 = − 0.625, a negative duration. Effectively, when rates rise, his short position would be worth less. http://www.worldgovernmentbonds.com/bond-historical-data/norway/10-years/ Splet30. okt. 2024 · What does the price of the Euro 10 yr Swap indicates? The quote you're seeing is historical quotes for a 10-year swap that originated on that day. It is effectively … ian mcwatt food standards scotland