FX Curve Enhancement | Weekly Release 1/24/20

Allow traders to include the IMM and Quarter-end points for more granular short-end analysis for the following FX pairs: GBPUSD, JPY, CAD, AUD, CHF, SEK, NZD


To enable quarter-end and IMM fitting points click “Preferences” – “Global Preferences”. In the pop-up window check “Show advanced settings” then click the “Global Calculation Preferences” drop-down in the Advanced “Calculation Preferences” section. In this section check the “FX Curve Use QTR End & IMM Fitting Points” box, click “Apply”, then restart.


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