In this week’s RVFI release, RiskVal introduced new CNY Bond Roll Analysis for traders to analyze CNY bond performance on yield spread, ASW, Carry + Rolldown, and various other relative value measures. We made several enhancements to Forward Swap Matrix. RVFI now supports TIBOR/LIBOR basis to the JPY – Libor tab so users can compare LIBOR rate denominated in Japanese Yen to the rates published by the JBA for TIBOR. Additionally, we added support for LCH and JSCC basis for traders to compare swap rates based on two different clearing houses as well as support and historical data for regular and IMM forward-starting EONIA vs 1M and EONIA vs 6M basis. RiskVal also improved Bond Future in Market View by adding “Custom Delivery” field for users to enter their own delivery date, in case a date other than First or Last Delivery Date yields the lowest Net Basis. Moreover, users can now automatically create and set WI Bond as the DU future contract CTD when needed, prior to WI announcement.