Boros Updates UI with Interest Rate Sensitivity and Daily Volatility Metrics

Gate News message, April 28 — Boros, a platform under Pendle, announced a UI interface update that replaces position value and leverage with interest rate sensitivity and daily volatility as primary metrics for measuring position size.

Interest rate sensitivity measures the dollar amount (or BTC/ETH equivalent, depending on collateral denomination) that a position's P&L changes when implied APR moves by 1%. The update adopts the DV01 (Duration Value of 1 basis point) perspective from traditional finance interest rate swaps, adapted to on-chain funding rate swap scenarios, making it more aligned with Boros' practical trading use cases.

All existing open positions and orders remain unaffected; only the display methodology has changed.