Swap Box Enhancement | Weekly Release 4/1/22

Enhancement


[Strategy Analysis] Added “SOFR/ESTR @ Fwd Date” column


Traders who leverage the strategy analysis to view the summary of the strategies in the swap box can now see the SOFR/ESTR rate to the repo date. Similar to the “OIS @ Fwd Dt”, where it shows the OIS rate to the “Repo Date”.