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Swap Box Enhancement| Weekly Release 4/12/2024


#1: Added “SOFR Carry”, “SOFR Roll”, “SOFR C+R”, same for ESTR

 

Traders can now view the “SOFR/ESTR Carry/Roll/C+R” figures in the Swap Box. The figures will be populated based on the forward date entered under the “Repo Dt 1” column.



#2: Added ability to set default weight

 

Traders can now set the default weight for the strategies in the latest release. To do this, traders can navigate to the “Preferences” – “Default Weight” menu. These settings will be applied to any new strategies that traders create.

Note: The “Default Weight” function won't impact the strategies that were created before this update.

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