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Trade Blotter Enhancement | Weekly Release 05/05/2023

Traders can now access the “1M SOFR Hedge + Future Repo Risk” analysis in Trade Blotter. The function will allow traders to see 1M SOFR Hedge risk and Repo risk analysis for bond and future trade types.

To see the analysis, traders first need to enter & select the securities. Then, please click on “Calculation” – “SOFR Hedge” – “1M SOFR Hedge + Future Repo Risk” menu to see the analysis.


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