In this week’s release, Riskval added the “Change of Week (CoW)” and “Change of Month (CoM)” columns in the “Swap Monitor” window.
The columns can be added to the window by clicking “Preferences” – “Delta Settings” – “Show CoW/CoM”.
The “Change of Week (CoW)” column will show the change of the swap forward rate between the live and last Friday (last business day of the week) in basis point format.
The “Change of Month (CoM)” column will show the change of the swap forward rate between the live and last business day of the previous month in basis point format.
Note: “Change of Week (CoW)” & “Change of Month (CoM)” columns can show the same figure if the last business day of the week & previous month end fall on the same day, as in the screenshot above.