Swap Box Enhancements | Weekly Release 2/5/21

Enhancement #1

Allow traders to input “Realized P&L” to be part of their “Total P&L”

Traders can enter the Realized P&L into the P&L panel of the swap box for it to be added to the Total P&L. This way traders can have a more accurate view of their P&L.

Enhancement #2

Added “Fwd SOFR/ESTR” hedge with the corresponding forward rate

Traders who would like to see the forward SOFR and ESTR hedges in the Swap Box can now do so. The Swap hedge dropdown has the option for USD and EUR strategies respectfully. Once the hedge is selected the Swaps under the P&L panel will reflect the proper swaps as well as recalculated hedges based on the chosen forward swap. In addition, the forward SOFR/ESTER rates have been added for USD/EUR respectively.