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Basis Swap Enhancement | Weekly Release 6/12/20

Basis swap and cross-currency basis swap strategies can now be created from the Fwd & IMM matrices using the multi graph, spread and butterfly graph functions and sent to the Forward Swap Matrix for further monitoring

Traders that wish to create a watchlist of basis swaps extracted from the Basis Monitor can leverage the “To Forward Swap Matrix” button in the historical graph. This function is now supported for multi graphs, spread, and butterfly graphs.


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