Forward Swap Matrix Enhancements | Weekly Release 2/12/21

Enhancement #1


Added pre-built cross-market and supported G7 security type examples so traders can quickly reference the codes and customize their monitors as needed


Traders can find the templates under the “Help” - “Example” menu. Leverage the Examples to pull in the Cross Market codes and use them in building monitors as needed.

Enhancement #2


[AUD] Adjusted the logic behind the headline spreads, such as ss3 and ss10, which is consistent with the AUD Swap Spread convention


The headline spread SS3 and SS10 will match the market price of the tickers ADSF3 and ADSF10, respectively.