September 9, 2018

RiskVal Fixed Income (RVFI) Release – 9/7/2018

In this week’s RVFI release, RiskVal enhanced the G7 Bond Roll Analysis sheet by improving the future invoice spread analysis with a streamlined workflow for traders to discover basis trades from Bond Roll and send directly to Swap Box for advanced bond vs bond future analysis. We have also enhanced the JPY Bond/Future Spreads & Butterflies floating window by improving the JPY strategy construction such that traders can enter JGBs based on series (e.g. JL40, JL117, JL145). Traders can reference the JPY Bond Roll Analysis’ “series” column, available from the “default-JPY-series” view. Additionally, we have created a new THB Bond Roll Analysis sheet for traders interested in exploring the Thai market. We created a new sheet dedicated to Thai Government Bond RV analysis. Traders can leverage the OTRSpline RVS columns based on RiskVal’s Thai OTRSpline curve.


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