7 days ago1 minNew Global IVSP Enhancement | Weekly Release 5/13/22 Enhancement #1 [AUD] Added “Avg ASW YY” & “Avg IVSP YY” columns RiskVal added two new columns to show a simple average of 3s ASW YY &...
7 days ago1 minFuture Calendar Roll Enhancement | Weekly Release 5/13/22 Added “Impl SOFR D1 D2” column Note: Traders can add columns to user view from “Table” – “Manage Columns”.
7 days ago1 minSprd/Bfly Enhancement | Weekly Release 5/13/22 Enhancement Added “IVSPS dYY/IVSPS Stdev_d”, & “IVSPS 5BD dYY/IVSPS YY Stdev_d” columns; also supporting IVSPS Z, IVSPO YY/Z, and IVSP...
7 days ago1 minMarket View - Curves Enhancement | Weekly Release 5/13/22 [EUR] Added ability to set OIS- ESTR spread If the trader checks “Derived From ESTR” under “Preferences” in OIS curve, the short term and...
7 days ago1 minTrade Blotter Enhancement | Weekly Release 5/13/22 Enhancement #1 Added “Fx Scenario (Spot x Time)” to “Calculation” menu Traders who trade FX Options can now take a look at the FX...
7 days ago1 minBond Roll Enhancement | Weekly Release 5/13/22 Enhancement #1 Added ability to include/exclude specific future rows Traders can click “Preferences” & in the dropdown select “Filter...
May 61 minTBill Enhancement | Weekly Release 5/6/22 Added a column to show the carry and roll PnL to maturity along with repo Short end traders can now see the carry and roll to maturity...
May 61 minTIPS Enhancement | Weekly Release 5/6/22 Added support for "3M C", "3M R", "3M C+R", "BEI C", and "Jun BEI C", "JUL BEI C", "AUG BEI C" columns For JPY TIPS traders, carry...
May 61 minCCY Bond Enhancements | Weekly Release 5/6/22 Enhancement #1: [JPY] Added ability to choose Clearing House Traders can change the default clearing house JSCC to LCH from “Preferences”...
May 61 minSprd/Bfly Enhancement | Weekly Release 5/6/22 [USD] Added support for “CIX” function for CPI spot swaps In this release, traders can generate the CIX strings for CPI swap strategies...
May 61 minMarket View - Basis Swap Enhancements | Weekly Release 5/6/22 Enhancement #1: [KRW] Added support for “KRW3S vs SOFR” From the “KRW” – “KRW3s vs SOFR” tab, traders can load the basis swap table. If...
Apr 291 minGlobal Preferences Enhancement | Weekly Release 4/29/22 Added ability to change meeting cutoff dates across RiskVal To further support traders on setting the global calculation preferences, in...
Apr 291 minHistorical Viewer Enhancement | Weekly Release 4/29/22 Added support for SEK, NOK, CHF, DKK bonds & swaps In this release, SEK, NOK, CHF, DKK traders will be able to plot historical data of...
Apr 291 minCCY Sprd/Bfly Enhancements | Weekly Release 4/29/22 Enhancement #1: Added support for additional SOFR packs, bundles, and ability to specify starting month RiskVal now supports the...
Apr 291 minForward Swap Matrix Enhancements | Weekly Release 4/29/22 Enhancement 1: When sending vol trades to Trade Blotter sheet, enabled “Notional Hedge” Traders can now send “Notional Hedge” Vol...
Apr 291 minFuture CTD Scenario Analysis Enhancement | Weekly Release 4/29/22 Updated delivery basket for TWE future In this week’s release, the TWEU2’s delivery basket has been updated according to the new CME’s...
Apr 221 minMarket View - IRVol Enhancement | Weekly Release 4/22/22 [RV Analysis] Added “Vega3M Neutral” weight In RV Analysis under the “Weight” drop-down, once traders select “Vega3M Neutral” they can...
Apr 221 minForward Swap Matrix Enhancement | Weekly Release 4/22/22 Added CMT support for Spain, Belgium, & Nederland RiskVal added support for Spain (ES), Belgium (BE), & Nederland (NE) CMT rates. They...
Apr 221 minGlobal Rates Monitor Enhancement | Weekly Release 4/22/22 Added ability to select swap curve for each currency Traders now have the option to select which curve to set for each currency’s swap...
Apr 221 minSprd/Bfly Enhancements | Weekly Release 4/22/22 Enhancement #1: Added ability to send TBAs to Historical Viewer sheet To streamline viewing TBAs in the Historical Viewer sheet, traders...
Apr 221 minSwap Box Enhancement | Weekly Release 4/22/22 Added support for user created TIPS Traders can now add user created TIPS (UWITII) to the Swap Box sheet. To create a new trade, click on...
Apr 221 minFuture CTD Scenario Analysis Enhancement | Weekly Release 4/22/22 Added option to choose which bonds and WIs to include in the future’s delivery basket Traders can uncheck the “X” column for a specific...
Apr 141 minForward Swap Matrix Enhancement | Weekly Release 4/15/22 Added the Swaption OTM Vol and Skew Traders who would like to see the Swaption Skew alongside their swaps and swap rates in the Forward...
Apr 141 minFuture Option Analysis Enhancement | Weekly Release 4/15/22 Added preference to use SOFR/ESTR or LIBOR swaption Traders can now choose SOFR or LIBOR as the swaption floating index for USD from...
Apr 141 minGlobal Rates Monitor Enhancement | Weekly Release 4/15/22 Added forward inflation swaps & forward OIS “Forward Inflation Swaps” and “Forward OIS” have been added to Global Rates Monitor. Notes:...
Apr 141 minCCY Bond Enhancement | Weekly Release 4/15/22 [RV Analysis/XCountry RV Analysis] Added ability to select multiple original issues for analysis To access RV Analysis, click “Analysis”...
Apr 141 minFed Fund Simulation Enhancement | Weekly Release 4/15/22 Added change on day column for the Current Rate For all CCY tabs, in the lower table a “Rate CoD” column has been added to show the...
Apr 141 minTrade Blotter Enhancement | Weekly Release 4/15/22 Added support for ESTR swaps when looking at Meeting Date Rate Hedge Traders who are looking at the Meeting Date Hedging tool now can...
Apr 141 minFuture Net Basis Enhancement | Weekly Release 4/15/22 Added option to choose specific UWIs in the delivery basket For traders who are looking to exclude specific UWI bonds from the table,...
Apr 81 minCentral Bank Rate Enhancement | Weekly Release 4/8/22 Added support for Mexican CB meeting dates When traders have “MXN” on auto-build, RiskVal will show MXN tab under the CB Rate monitor....
Apr 81 minUSD SSA FRN Sheet Enhancement | Weekly Release 4/8/22 Added support for ASIA, BNG, CPPIBC, & IADB tickers From “Tabs” – “Create Standard Tabs” traders can add independent tabs for all four...
Apr 81 minSwap Monitor Enhancement | Weekly Release 4/8/22 Added ability to select specific curves for different CCY swaps Traders who leverage the swap monitor to view their global swap rates...
Apr 81 minUSD Trsy 2+ RVS Graph Enhancement | Weekly Release 4/8/22 Added ability to include/exclude 3Y & TWE in charting Traders can exclude or include 3Y and TWE futures by unchecking/checking the item...
Apr 81 minCCY Sprd/Bfly Enhancements | Weekly Release 4/8/22 Enhancement #1: Added a column to show the swap spread carry and roll divided by the daily volatility of said swap spread, including the...
Apr 81 minBond Roll Enhancements | Weekly Release 4/8/22 Enhancement #1: [USD] Added “FSSprd Z vs SSprd dZ to “Graph” dropdown In the USD Bond sheet, traders can now graph the Forward SOFR...
Apr 81 minTrade Blotter Enhancements | Weekly Release 4/8/22 Enhancement #1: Created new “Realized P&L” trade type to pick up the future’s PnL For traders tracking the performance of strategies...
Apr 11 minUser Experience Enhancement | Weekly Release 4/1/22 Enhancement Added ability to choose central bank meeting date roll for all currencies In this week’s release, an enhancement was made to...
Apr 11 minFuture Calendar Roll Enhancement | Weekly Release 4/1/22 Enhancement Added “% Roll”, “FT Open Int”, & “BK Open Int” columns Note: Traders can add and rearrange columns from “Table” – “Manage...
Apr 11 minBond Roll Enhancement | Weekly Release 4/1/22 Enhancement Added ability to configure lower graphs to show only current level, daily change, or both Traders can now choose to have the...
Apr 11 minTrade Blotter Enhancement | Weekly Release 4/1/22 Enhancement #1 [Blotter Manager]: If no strategy is selected from left panel, then “Calculation” menu will calculate risk for all tabs...
Apr 11 minSprd/Bfly Enhancement | Weekly Release 4/1/22 Enhancement [Butterfly Generator] Traders can now use “Advanced” & “Distance/Tolerance” filters simultaneously to generate strategies To...
Apr 11 minSwap Box Enhancement | Weekly Release 4/1/22 Enhancement [Strategy Analysis] Added “SOFR/ESTR @ Fwd Date” column Traders who leverage the strategy analysis to view the summary of the...
Apr 11 minMarket View Enhancement | Weekly Release 4/1/22 Enhancement#1 [IRVOL-Skew] Added RV Analysis Traders can leverage the RV Analysis to find the top strategies from the combinations set by...
Apr 11 minBasis Swap & Custom Basis Enhancement | Weekly Release 4/1/22 Enhancement [RV Analysis] Added ability to generate different forwards & tails for the same strategy “FreeStyle” has been added under the...
Apr 11 minForward Swap Matrix | Weekly Release 4/1/22 Enhancement #1 Added support for cap/floor vol Traders can now enter cap/floor vol in Forward Swap Matrix sheet using format...
Mar 251 minMarket View Enhancement | Weekly Release 3/25/22 Enhancement #1 [GBP] Added ability to overwrite convexity adjustment for SONIA futures For traders who would like to adjust the convexity...
Mar 251 minBond Roll Enhancement | Weekly Release 3/25/22 Enhancement #1 [EUR] Added ESTR Spread change on day set of columns Traders can add “2BD ESprd dZ”, “3BD ESprd dZ”, “5BD ESprd dZ”, “10...
Mar 251 minUser Experience Enhancement | Weekly Release 3/25/22 Enhancement Added an option to load USD closing prices as of 3am EST for Asia traders To better facilitate traders in Asia/Tokyo time...
Mar 251 minSwap Box Enhancement | Weekly Release 3/25/22 Enhancement Added support for SOFR & ESTR column SOFR & ESTR column is added to Swap Box in the default view. It is equivalent to the...
Mar 251 minGlobal Rates Monitor Enhancement | Weekly Release 3/25/22 Enhancement Added ability to add Spain In the Global Rates Monitor sheet, click “Preferences” – “CCY Settings” to configure the CCYs...