Market View Enhancement | Weekly Release 3/25/22

Enhancement #1



[GBP] Added ability to overwrite convexity adjustment for SONIA futures


For traders who would like to adjust the convexity for the SFI Futures are now able to. Under the “Market View” – “Curves” – “GBP” – “OIS”, click on “Preferences” – “Edit SFI Cnvx”.


In the screenshot below, see the live rates on the right, then the adjustment in the middle table ,“Custom SONIA Convexity Editor”, affects the output on the table in the right.


Enhancement #2


[INR, KRW, SGD] Enabled editing of the meeting dates


For currencies such as INR, KRW, and SGD, the meeting dates can be overwritten. In addition, the Live rates can also be overwritten, this way traders have full control over how to build the short end part of the curve for their analysis.