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#