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Forward Swap Matrix Enhancement | Weekly Release 7/5/2024

# 1: Added CMT TIPS forward matrix in the lower panel

 

In this week’s release, we have added the CMT TIPS forward Matrix. This includes the 3-month background heatmap, historical data, tail/forward gap, and ability to send strategies to the top table for monitoring. To open the tab, go to the “CMTRY” and click on “Calc Fwd” to see the forwards.

 

In the example below, looking at the 2 year forward 5 year rate, the background heatmap is showing it to be slightly rich. The historical data chart is showing the same. On the same chart, traders can select “ToForwardSwapMatrix” to move the security to the top table, where traders can monitor it.


Traders can select two forward curves to plot them on one graph, with a bar chart to show GAP between the two curves.


# 2: Enhanced “Manage Conditional Color” function to enable support for additional conditions; also added option to save color config

 

Traders can use the “Manage Conditional Color” to create a sort of heatmap. To be more detailed, a new function to “Add conditions” has been added to allow users to add more conditions. Additionally, an option to create more colors has been added.



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