The Lab

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Warning
titleBe careful when referencing tenor values from 360T.
MarketFactory recommend that Makers always reference the provided value dates in order to correctly price 360T requests.

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  • FWD, NDF, SWP, NDS requests with allocations (360T "Trade on Behalf", TOB) never include tenor codes, Whisperer will always pass such requests through as Broken-dated.
  • In the "Classic" applet, User IMM dates (March, June, September and December) are passed through as specific tenors. In the Bridge UI however, the same selections are delivered as broken dates.
  • Note also that in UAT at least, 360T Tenors via the Bridge are currently subject to change.

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