Fwd Swap Matrix Enhancements | Weekly Release 3/19/21

Enhancement #1

Added new custom swap tab for traders to customize the forward and tail gaps

In the bottom section of the Forward Swap Matrix, there is a new tab called “Cust Swap”. In this table, the traders can choose the forward points and the strategies to show the forward. In addition, traders can see both the tail and forward GAPs of the strategies in a graph.

To customize the Matrix

  1. Click on “Config Terms” button on the right

  2. Enter the “Fwd” terms

  3. Enter the Tails

  4. Click Apply

The Matrix will show the updated points with the calculated forward rates.

Enhancement #2

Added support for XCCY Basis swap entries across all currency tabs

Traders can enter their XCCY basis in any G7 currency tab. To find the full list of the XCCY basis swaps, click on “Help” – “Format Reference

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