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Trade Blotter Enhancement | Weekly Release 12/02/22

[CMS Sprd Option] Added support against SOFR/ESTR/OIS


CMS Spread Option now supports SOFR, ESTR, and OIS swaps as the underlying. Traders can enter [Index + #] under the “Short/Long swap” columns and press <Enter> to update the P&L and risk. Examples include “SOFR2”, “OIS5”, “ESTR10”, etc..


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