{ "slug": "jpm", "issuer": "JPMORGAN CHASE & CO", "start": "2025-10-01", "end": "2026-10-05", "days": 253, "regimes": [ { "regime": "legacy_flat", "days": 249, "start": "2025-10-01", "end": "2026-09-29" }, { "regime": "strip", "days": 4, "start": "2026-09-30", "end": "2026-10-05" } ], "regime_note": "legacy_flat discounting (flat SOFR at each date) through 2026-09-29; futures-strip curve from 2026-09-30 (4 of 253 days). These are different discount curves - do not compare levels across the break", "series": [ { "date": "2025-10-01", "n_bonds_priced": 81, "n_prints_day": 81, "sofr_pct": 4.2, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -28.3, "2.0": -13.2, "3.0": 2.5, "5.0": 4.1, "7.0": -6.3, "10.0": 59.5 }, "par_cds_bp": { "1.0": null, "2.0": 0.7, "3.0": 2.8, "5.0": 4.2, "7.0": 10.5, "10.0": 61.3 }, "par_cds_5y_bp": 4.2, "negative_z_knots": [ "1.0", "2.0", "7.0" ], "unreachable_low_knots": [], "below_model_resolution": [ "1.0" ] }, { "date": "2025-10-02", "n_bonds_priced": 70, "n_prints_day": 70, "sofr_pct": 4.2, "curve_regime": "legacy_flat", "discount_source": "FlatRateCurve (flat SOFR)", "z_at_knots_bp": { "1.0": -27.2, "2.0": -4.0, "3.0": 2.1, "5.0": -0.3, "7.0": -6.9, "10.0": 56.3 }, "par_cds_bp": { "1.0": null, "2.0": 0.6, "3.0": 2.3, "5.0": 3.8, "7.0": 9.8, "10.0": 58.0 }, "par_cds_5y_bp": 3.8, "negative_z_knots": [ "1.0", "2.0", 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