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Forward Curve Analysis Enhancement | Weekly Release 1/27/2023

Enhancement: Added ability to only plot the spread between curves

After selecting CCY(s), curves, & terms, traders can click “Config” – “Show Sprd Only” to plot just the spread of the curves on the graph. This option is also available for traders when plotting multiple dates.

In this example, the spread between the USD CMT & SOFR spot curves is plotted.


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