Market View – Basis Swap and Custom Basis | Weekly Release 7/2/21

Enhancement #1


Added support for JPYOIS vs JPY3s Basis curve


To access this curve, traders can navigate to “Market View” – “BasisSwap” – “JPY” – “JPYOIS vs JPY3s”. This table is also available in the Custom Basis sheet and the Basis Monitor.

Note: Traders can click “Show Fwd Matrix” as well as “Plot Fwd Gap” and “Plot Tail Gap” in the tables below.

Enhancement #2


Added "dChg Background Color" for the "CoD" column under the “Preferences” menu


In the Custom Basis sheet, traders can activate a heatmap background for the “CoD” column. To do so, click “Preferences” and check “dChg Background Color”. The background heatmap will be activated for the “CoD” column. Red background indicates richening. Green background indicates cheapening.