Added SOFR swaps and ESTR Swaps
For traders who would like to see the SOFR and ESTR swaps in the Sprd/Bfly along the bond strategies can now enter them to see their analytics. The full list of codes is in the “Help”-> “Format References”
Added Basis Swaps and Cross Currency Basis (Spot/Forward/IMM)
To expand the strategies that can be monitored in the Sprd/bfly, the Basis Swaps and Cross Currency Basis have been added. See below for a few sample codes, the full list of codes is in the “Help”-> “Format References”
Added GBP SONIA and EUR EONIA Futures
Traders can pull in the GBP SONIA and the EUR EONIA rates into the Sprd/Bfly across all the tabs.
Added FX Majors across all currency tabs
Traders can monitor the FX Majors across the Sprd/Bfly tabs