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Swap Box Enhancement| Weekly Release 1/12/2024

Added BM CT & CT Sprd columns

 

Traders can now set the spread to benchmark in the Swap Box, instead of flipping back and for the with USD Bond. To do this, add the Columns “BM CT” and “CT Sprd” from the “Table” - “Manage Columns

 

Then in the table view you will be able to set the benchmark and the spread to it. In the screenshot below, see the 4.875 N25 and the 4.375 N28 bonds are set to the CT 2 and CT 5 respectively.

Note: The Bond Roll and the Swap Box will be in Sync, no matter where the spread is updated.


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