CAD TBill Enhancement | Weekly Release 5/20/22


Added support for USD SOFR in XCCY analysis


To calculate XCCY ASW column, traders can click on “Calculation” – “Calc XCCY ASW” and in the popup select “ASW T” – “USD” – “SOFR”.

Note: Traders can click on “Table” – “Manage Columns” to add XCCY ASW column to their view