Looking for a MtM Calculator?

Simplify the mark-to-market (MtM) valuation of your swap portfolio with BlueGamma's MtM Calculator.

Display showing 'MtM: +67,300' in blue with an upward red arrow and '10,000' beside it on a dark background.

Bar graph showing a rise in Notionals from 2024 peaking near 2050M around 2028, then steadily declining to below 5M by 2052.

Bar chart showing a decline in notionals from about 50M in 2025 steadily decreasing to near 0 by 2050.

Table with three columns labeled Period Start, Period End, and Swap Notional, listing dates from 7/31/2024 to 7/31/2026 and corresponding swap notional amounts increasing from 35,700,000 to 50,233,485.

Table listing periods with start and end dates from July 31, 2024 to July 31, 2026, alongside notional values ranging from 35,700,000 to 50,233,485.

Pricing

Monitor the current MtM of your entire portfolio, updated in real-time.

Historical MtMs

Travel back in time to see how the MtM of your swaps has evolved.

Forecast

Forecast the future MtM of your swap portfolio and stay ahead of market movements.

Currencies

Calculate MtMs for 20+ currencies including EURIBOR, SOFR, and SONIA.

Live Data

Access real-time market data updated every 5 minutes.

Collaboration

Share projects across the team for better collaboration

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"BlueGamma aggregates our essential data needs into a simple dashboard, helping us keep our clients well-informed."

Director, Financial Advisor, London

"The swap pricing capabilities of BlueGamma has helped build our understanding of the financing landscape."

Vice President, IPP, Paris

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