GBP SSA Enhancement | Weekly Release 1/24/20

Add the 3M ASW YY and 3M ASW dYY columns


View the ASW YY against the 3M curve in the new “3M ASW YY” as well as the change on day in the “3M ASW dYY” column.

Traders can see the difference in 3M ASW YY and ASW YY (6M) in the GBP3M vs GBP6M basis swap from “Market View” – “Basis Swap” – “GBP3M vs GBP 6M” tab. The difference between the two columns will be the same as the swap rate between the two curves.


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