Swap Box Enhancement | Weekly Release 3/11/22

Enhancement


Added option to set the default as SOFR futures for the strip hedge


In the strategy detail tabs, there is a section to show the ED$ strip hedge. In this release, there is an option to change that to show the SOFR strip hedge instead. To set SOFR as the default, click on “Preferences” - “Default Ted Hedge” – “SOFR”.


Note: The previously created strategies will not change, this flag only applies to new strategies, however, there is a “Use SOFR TED” box to show the SOFR Ted.