Trade Blotter Enhancements | Weekly Release 10/1/21


Enhancement #1


[Swap]: Added ability to enter "1M", "2M", "3M", "4M", "5M" to get the dates for the "Fixed Start" and "Fixed Mty" columns


To help traders streamline the process for entering the broken dated swaps, the columns “Fixed Start” and “Fixed Maturity” will recognize "1M", "2M", "3M", "4M", "5M" and calculate the date as indicated by the code. For Example, if “1M” is entered, the date will be calculated as one month from the current day.

Enhancement #2


[Listed Option]: Added support for SONIA future options, such as SFIU2P 100


Traders can enter the SONIA future option positions to see the aggregated risk and PnL. The format in which to enter the listed option: <Future><C/P> <strike>.

Note: To create a new tab, click on the “Tabs” – “New Tab”. In the pop-up, select “Listed Options” and give it a name.