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    • Oct 1, 2021
    • 1 min read

Forward Swap Matrix Enhancement | Weekly Release 10/1/21


Added IMM for SOFR vs SONIA


Traders can now enter IMM to view SOFR and SONIA basis swaps, following the format below:


BSSOFRSONIA-#(X#) IMMBSSOFRSONIA-[HMUZ#]x# IMMBSSOFRSONIA-#IX#


BSSONIASOFR-#(X#) IMMBSSONIASOFR-[HMUZ#]x# IMMBSSONIASOFR-#IX#


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