1 files changed, 10 insertions, 1 deletions
diff --git a/python/collateral/wells.py b/python/collateral/wells.py
index 95fbfe50..8ae1f532 100644
--- a/python/collateral/wells.py
+++ b/python/collateral/wells.py
@@ -102,7 +102,7 @@ def collateral(d, positions, engine):
     compare_notionals(df, positions, "Wells")
     positions = positions.join(df, how="left")
     positions["amount"] = positions["notional"] * positions["DIRTYUPFRONT"]
-    positions.folder = positions.folder.map(
+    positions.folder = positions.folder.replace(
         {
             "HEDGE_MBS": "MBSCDSCSH",
             "SER_ITRXCURVE": "SER_ITRXCVCSH",
@@ -113,6 +113,15 @@ def collateral(d, positions, engine):
             "HYINX": "TCSH",
         }
     )
+
+    def aux(row):
+        if row.folder == "XCURVE":
+            return "SER_IGCVECSH" if row.currency == "USD" else "SER_ITRXCVCSH"
+        else:
+            return row.folder
+
+    positions.folder = positions.apply(aux, axis=1)
+
     df = (
         positions.groupby("folder")
         .agg({"amount": "sum", "currency": "first"})