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Swap Box Enhancement | Weekly Release 4/1/22


[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”.


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