Trade Blotter Enhancement | Weekly Release 1/28/22


[USD]Added ability to choose SOFR swap points for Key Rate risk

Traders who would like to hedge their strategies with SOFR Swap Rates can do so by leveraging the Key Rate Risk.

To see the SOFR Rates in the Key Rate Risk:

1- Enter the positions into the trade blotter, check them on, then click on “Calculation” – “Key Rate Risk”.

2- In the risk window, you can enter “SOFR#” to use the SOFR swaps.

3- Finally, click on “Recalc