OTC vs. Exchange VOL Enhancements | Weekly Release 9/4/20

Enhancement #1


Updated 3M1OY vs TY to 3M10Y vs UXY and 3M30Y vs US to 3M15Y vs US

In the OTC vs. Exchange VOL sheet under Swaption vs CBOT column, we added 3M10Y vs UXY and 3M15Y vs US instead of already existing 3M1OY vs TY and M30Y vs US line items

Enhancement #2


Added 3M25Y vs WN

In addition to the enhancement above, added the 3M25Y vs WN line items. By double clicking, traders can plot a graph and also access the data table.