Added LCH/EUREX basis such that traders can set EUREX as the clearing house for EUR swap and basis swap trades. Additionally, traders can set EUREX as the clearing house in the Forward Swap Matrix sheet
In the Trade Blotter, the Clearing house is available for the Swaps and Basis Swaps. The options in the Clearing House dropdown are shown only for the respective currency.
By setting CCY = EUR, traders can see “EUREX” as an option from the “Clearing house” column.