Custom Basis Swap & Basis Swap Monitors Enhancement | Weekly Release 2/4/22


Added support for ESTR vs 3s & ESTR vs 6s, also available in Forward Swap Matrix


ESTR vs 3s & ESTR vs 6s have been added to the Custom Basis Swap & Basis Swap Monitors. ESTR vs 6s is derived from EUR 3s vs EUR6s.


In the Custom Basis Swap Monitor, traders can add ESTR vs 3s & ESTR vs 6s to their view by clicking “Manage”, moving them to the right panel & clicking “Save”.



Note: In Custom Basis & Basis Swap Monitor sheets, traders can double click in the “Live” column & in the historical graph click “To Fwd Swap Matrix” to send it to the Forward Swap Matrix sheet.


ESTR vs 3s & ESTR vs 6s are also supported in Forward Swap Matrix sheet. In the EUR tab, traders can use the following formats:



In other CCY tabs, traders can use the following formats: