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Market View – Basis Swap Enhancement| Weekly Release 1/26/2024

[KRW] Added support for “KRW3s Offshore vs SOFR”

 

Under the KRW tab, support has been added for KRW3s Offshore vs SOFR.

To populate live levels, traders can <double click> on the “Live” column and populate historical graphs.

Click the “Show Fwd Matrix” button at the bottom to expand the forward matrix panel.

 

Traders can also enter these basis swaps under the Forward Swap Matrix using:

  • BSKRW3SOFFSOFR-#” for spot, 

  • BSKRW3SOFFSOFR-#x#” for forward,

  • IMMBSKRW3SOFFSOFR-[HMUZ]#x#” for IMM strategies 


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