Custom Basis Swap Monitor Enhancement | Weekly Release 3/13/20

Enhanced IMM history table with forward & tail gap graphs (also in Basis Monitor)


To show traders a more visual representation of the Gap, the charting capability was added to the IMM Hist and IMM tabs at the bottom of the Basis Monitor.

When looking at these measures, you may need to click on “Calc FWD” in the “Fwd” tab.