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Trade Blotter Enhancement | Weekly Release 9/10/21

Added support for SOFR & ESTR swaptions

For USD Swaption trades, traders can now set the “Float Index” to “SOFR” by using the dropdown. For EUR Swaption trades, traders can now set the “Float Index” to “ESTR” by using the dropdown.

Note: Traders can create a Swaption by clicking “New” – “Swaption”, giving the trade a name, & clicking “Ok”.


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