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Basis Swap Monitor Enhancement | Weekly Release 11/13/20

Allow traders to choose where to send the XCCY Basis Swaps within the Forward Swap Matrix sheet

Enhanced exporting to Forward Swap Matrix, so traders have the option to choose which tab to export their XCCY Basis Swap strategies.

This enhancement allows exporting from Custom Basis, Basis Monitor, and Market View sheets.

In the example below, we exported “EUR3s vs USD3s 1X1” strategy from the Basis Monitor sheet to the EUR – “test” tab in the Forward Swap Matrix sheet.


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