Swap Box Enhancement | Weekly Release 12/4/20

Enhancement#1


Updated the top panel to show the Spot spread and Fwd spread information


Traders can see the spot and forward spreads side by side on the table for quick reference.

Enhancement #2


Enhanced Bond vs Bond Future strategies with the ability to calculate the price/yield of the bond leg by calculating the Gross Basis against the Future leg of the strategy


When looking at a Future-Bond strategy, as in the example below, the trader can now leverage the “Bond 2 Imp GB” to calculate the Yld/Px. For traders who would like to price the bond against the future using the conversion factor.