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Forward Swap Matrix Enhancements | Weekly Release 08/11/2023

Enhancement #1: Added conditional formatting functionality

Traders can access conditional formatting function from any column & choose “Manage Conditional Color”. In the Manage Conditional Color box:

1. Select a metric from the left panel

2. Set the condition using the “Condition” dropdown. More than one condition can be set for a metric.

3. Set the value, or values, using the “Value” boxes

4. Set the color to highlight cells with if condition is met using the “Color” dropdown

5. Click “Save”

Cells in the sheet will be highlighted in the selected color if the set condition(s) is met.

Same conditional color management will be shared between different tabs.

Traders can access condition color management from “Table” dropdown.

Note: Feature already available in Sprd/Bfly sheet

Enhancement #2: Added support to enter IRVol expiry in weeks format

Traders can enter IRVol expiry as weeks using "NV#Wx#@ATM+/-#' format in the forward swap matrix sheet.


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