{% extends "hedge/base.html" %}
{% load hedge_extras %}
{% block title %}MTM report{% endblock %}
{% block content %}
<div class="head"><h1>Mark-to-market</h1><a class="btn" href="?as_of={{ as_of|date:'Y-m-d' }}&format=csv">CSV</a></div>
<p class="muted">As of {{ as_of }}. Forward MTM = (market forward for remaining tenor - contract rate) x notional, signed by side, discounted at the functional-currency rate.</p>
<table><thead><tr><th>Ref</th><th>Side</th><th>Ccy</th><th class="r">Notional</th><th class="r">Contract rate</th><th class="r">Market forward</th><th>Maturity</th><th>Designated</th><th class="r">MTM</th></tr></thead>
<tbody>{% for r in rows %}<tr><td>{{ r.inst.reference }}</td><td>{{ r.inst.direction }}</td><td>{{ r.inst.currency }}</td><td class="r">{{ r.inst.notional|num }}</td><td class="r">{{ r.inst.rate|num:4 }}</td><td class="r">{{ r.forward|num:4 }}</td><td>{{ r.inst.maturity }}</td><td>{% if r.designated %}yes{% else %}no{% endif %}</td><td class="r {{ r.value|signed_class }}">{{ r.value|num }}</td></tr>{% endfor %}
{% for c, v in by_ccy.items %}<tr class="tot"><td colspan="8">{{ c }} subtotal</td><td class="r">{{ v|num }}</td></tr>{% endfor %}
<tr class="tot"><td colspan="8">Total</td><td class="r">{{ total|num }}</td></tr></tbody></table>
{% endblock %}