# Price and Price Currency for Equity Variance Swap based on basket of securities/indexes

**URL:** <https://forum.fixtrading.org/t/price-and-price-currency-for-equity-variance-swap-based-on-basket-of-securities-indexes/163>\
**Category:** General Q&A\
**Tags:** mifidii, archive\
**Created:** [July 30, 2017, 5:35pm UTC](https://forum.fixtrading.org/t/price-and-price-currency-for-equity-variance-swap-based-on-basket-of-securities-indexes/163 "2017-07-30T17:35:59Z")\
**Posts on this page:** 1\
**Page:** 1

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**Author:** ![fixtrading](https://yyz2.discourse-cdn.com/flex010/user_avatar/forum.fixtrading.org/fixtrading/32/25_2.png) [@fixtrading](https://forum.fixtrading.org/u/fixtrading)\
**Post date:** [July 30, 2017, 5:35pm UTC](https://forum.fixtrading.org/t/price-and-price-currency-for-equity-variance-swap-based-on-basket-of-securities-indexes/163/1 "2017-07-30T17:35:59Z")

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Alex Lim  
14 July 2017 9:17pm  
Hello there,  
what would Price and Price currency be for equity variance swaps based on single underlyer or  
basket of underlyers for post trade transparency report?  
Thank you very much,  
alex
