Swap Box Enhancement | Weekly Release 6/3/22

Enhancement


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…”.