Enhancement
Added an option to load USD closing prices as of 3am EST for Asia traders
To better facilitate traders in Asia/Tokyo time zone, an option to load USD closing prices as of 3am EST for Asia traders has been added. Changing the setting will affect the closing price and change of day (“CoD”) of swaps (SOFR, OIS, LIBOR), future (ED$, FF, SER), and FMOC fwd SOFR/OIS rate.
To change the closing time from USD 3PM (default) to SGD3PM (EST 3AM),
Click on “Preferences” – “Global Preferences”
Check on “Show Advanced Settings”
Search for “Curve”
Set the “USD Curve Close Time” to “SGD3PM”
Finally, hit “Apply” to set.
For example, in “Market View” – “Curves” – “USD” – “SOFR”, the two sets of closing time show different change of day (“CoD”).
