Basis Swap Enhancement | Weekly Release 4/16/21

Changed “SOFR vs USD3s” to use the actual market data


To access SOFR vs USD3s data, traders can navigate to “Market View” – “Basis Swap” – “USD” – “SOFR vs USD3s”. Traders can now check “useBBGLive” to pull live market data from Bloomberg. In the past, this data was derived.