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Swap Box Enhancements | Weekly Release 12/18/20

Enhancement #1

Allow traders to manage their own custom column layout across the top spot panel

The Swap Box’s top spot table is now fully customizable. Traders can rearrange the columns of the spot table and save the view, similar to the Bond Roll or the Sprd/Bfly.


Enhancement #2

Enhanced the spot and forward analysis to include “SOFR/ESTR YY” and “SOFR/ESTR ASW Z” for USD and EUR strategies

SOFR/ESTR YY and SOFR/ESTR Z columns have been added for spot and forward Analysis. Traders can compare the spot and forward to determine whether there is opportunity in the trade. In the example below, see the repo date is using the delivery date of the future contract, DUH1, such that all the forward is set to March 10, 2021.


Enhancement #3

To further unify the Alert Setting across RiskVal, the “Set Alert” has been updated to match the existing “Set Alerts” across the Sprd/Bfly, Forward Swap Matrix, and the Global IVSP

Whether the "Set Alerts" is opened in the "Strategy Analysis" or within the strategy's tab, the process is the same, "Tools" -> "Set Alerts", check on the column and set the high and low boundaries.

The only difference between opening the “Set Alert” menu from the “Strategy Analysis” and the strategy’s tab is that the "Strategy Analysis" will show all the strategies to set the alert, as well as quickly view which strategies have alerts enabled. While clicking from the strategy’s tab, will only show the alert for the strategy from the tab.


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