Historical Viewer Enhancement | Weekly Release 3/26/21

[GBP] Added spot and forward historical data for RPI swap rates including the ability to receive the spot and forward RPI and CPI swaps from the Forward Swap Matrix and Sprd/Bfly


Traders can export spot and forward RPI swap rates from the GBP tab under the Fwd Swap Matrix to the Historical Viewer sheet.

To export spot and forward RPI swap rates, traders should <right click> on the strategy and from the drop-down menu select “To Historical Viewer”. Please note that same applies to exporting spot and forward CPI swap rates.

To plot spot and forward RPI swap rates in the Historical Viewer, traders can click on the "Data series chooser", and then select: "Swap" - "Fwd RPI" - "GBP" - "0"-"10" for “RPIC10”, or "2"-"10" for "RPI2X10" (example showed above).


For GBP only, the RPI codes use the RPI curve, while the CPI codes use the CPI curve.