Swap Box Enhancement | Weekly Release 6/3/22


Added Sonia SFI future hedge to “Calculation” dropdown

Traders can now calculate SONIA future (SFI) hedge of GBP, similar to calculating SOFR future hedge for USD.

After checking the bond/swap/future trades in the “X” column, traders can open up the SFI spot/forward hedge window from “Calculation” above the table on the right of the tab – “SFI Hedge”“SFI Hedge Spot…/Fwd…”.