Market View Enhancements | Weekly Release 10/29/21

Enhancement #1


[USD- SOFR] Added forward SOFR rates


Under “Market View” – “Curves” – “USD” – “SOFR”, a new table titled “FOMC” has been added for forward SOFR rates.

Note: In the Forward Swap Matrix (USD tab) & USD Sprd/Bfly sheets, traders can enter “FOMC#” to map to these SOFR rates. (See Forward Swap Matrix Enhancement for details).

Enhancement #2


[IRVOL] Added CoD tables for Spot Straddle & Fwd Straddle tabs


CoD Tables are added for Spot Straddle & Fwd Straddle tabs. They reflect the change on day values.

Enhancement#3


[IRVOL] Moved Strike, Strike CoD, Spot Straddle, & Fwd Straddle from Black Vol to Normal Vol


Strike, Spot Straddle, and Fwd Straddle have been moved to the "Normal Vol" Section of the IRVOL tab.