Trade Blotter Enhancements | Weekly Release 2/19/21


For CMS and CMS Spread Options, traders can enter the DV01 or the Sprd DV01 N to calculate the notional

Traders can enter the DV01 or the DV01 N to calculate the notional.

Enhancement #2

For Cap/Floor strategies, added the ability to enter the spread to the ATM Strike

Traders have the option to enter the spread to the Strike % for the Cap/Floors. This way when the Strike % changes the DV01 will update as well.

To add the column:

  1. Click on “Table” – “Manage Columns

  2. In the pop up, search for “Sprd” and add it to your view

  3. Save your view and the column will be there.

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