Added IVSPO (OIS Invoice Spread) and IVSPS/IVSPE (SOFR/ESTR Invoice Spread) columns to the future table The IVSPO, IVSPE, IVSPS, columns...

Added ability to filter sheet by BM CT At the top of CCY Bond sheets, a BM CT (Benchmark Current Treasury) button filter has been added....

Enhancement #1 [EUR] Added support for ESTR vs EUR3s basis as “BSESTR3s-#X#” & “IMM3sBSESTR-##X#” formats, also available in G7 tabs...

Enhancement #1 Added support for ESTR Spread YY & Z as plotting options Traders can access Curve Analysis from the “Analysis” dropdown....

Added default Floating Index selection for swaptions Under the Swaption section, traders have flexibility to set default Floating Index...

Enhancement#1 Added SOFR Swaption ATM strike, Spot premium, forward premium and their change of day In the transition to SOFR, the SOFR...

A monitor to see the benchmark treasury yields for each currency and equities with the change on day, heatmaps, and regression beta...

1) [CCY Bond] Added Mean Reversion Frequency and 1Std Mean Reversion Frequency filters In CCY Bond sheets, traders can access “RV...

Added columns to show the Implied CB rate and the Market CB Rate for each of the curves, with the “Manage Columns” menu There are two...

Enhancement #1 [EUR] Allow traders to choose benchmark from the “BM CT” column In this week’s release, RiskVal enhanced TBill sheets and...

Added Carry and Roll set of columns with historical data when looking at TIPS bonds Carry + Roll columns have been added to CCY TIPS...

[EUR/GBP]Added option to show OISprd & IVSPO change on day In the EUR/ GBP CoD graphs, from “Preferences” – “Show”, traders can check the...

Added SSprd/ESprd options to R/C Graph for USD & EUR, respectively The lower split panel in “Fut Cal Roll” tab provides historical graphs...

Added ability to upload vol spreads to ATM (Skew) In this week’s release, Vol traders have the option to import Skew under the IRVol tab....

Enhancement #1 Added Finland, Greece, Netherlands, & Portugal Traders can now view TBills for Finland, Greece, Netherlands, & Portugal....

Added MAC SOFR/ESTR swaps RiskVal added support for MAC (Market Agreed Coupon) SOFR/ESTR swaps. Traders can enter “SOFR[H/M/U/Z]#x#” &...

Enhancement #1 Added Cusip search function For traders who would search for a bond using the Cusip, ISIN, or part of the identifier, can...

Added new Rate x Vol horizontal analysis to show PnL and Greeks for all Rate/Vol Shock Scenarios Added new “Rate x Vol Horizontal...

Enhancement #1 Added CMT – SSAEU data series To plot CMT – SSA EU timeseries, traders can click on “Bond – CMT” – “Yld” – “SSA EU” – “#”...

Added CMT RVS set of columns Added NZD SSA bond spread to the NZD Trsy CMT RVS with its daily change, rich-cheap heatmap, & z-score...

[USD] Added SOFR Spread Z Spline curve to the back end; “SSprd Z RVS” column already available in the Bond sheet In this week’s release,...

[Bond] Added ability to see projected TIPS cashflows Traders can now view projected TIPS cashflows. After checking the desired TIPS...

Enhancement #1 Added support for OIS MAC swap inputs Traders can now enter OIS MAC swaps into Forward Swap matrix using...

Added the ability imply forward CB rates from the curve under “Calculation Preferences” – “CB Rate Implied from Curve” To price the...

Added keyboard shortcut (Ctrl + Shift + C) to change weight of strategy Traders can now use a hotkey combination to navigate the “Weight”...

When selecting 2 or 3 “CT Sprd”/ “Comp Sprd” columns & selecting “ToSprdBfly”, will send over as 4 or 6-legged strategy with weight...

Added Mean Reversion Frequency and 1Std Mean Reversion Frequency filters Enhanced RV Analysis allows traders to select strategies that...

Added ESTR Spread YY & ESTR Spread Z sets of columns To continue the transition to ESTR, the EUR SSA sheet has been completed with the...

Enhancement #1 Added support for forward and IMM basis for ESTR vs EUR3s, AUDOIS vs SOFR and NZDOIS vs SOFR In the Forward swap matrix,...

Enhancement #1 Added more options to the default historical time period for charts under the “Preferences” menu More options to choose...

Enhancement#1 Reorganized tabs under the Normal Vol section and allow traders to create Spread, Bfly and Multi graph charts To help...

Added support for Modified Duration weighted Key Rate Risk In Trade Blotter, traders can access Key Rate Risk (Modified Duration) which...

Enhancement #1 [USD- SOFR] Added forward SOFR rates Under “Market View” – “Curves” – “USD” – “SOFR”, a new table titled “FOMC” has been...

[NZD] Added Support for NZDOIS vs SOFR In this week’s release, RiskVal added support for NZDOIS vs SOFR in the Basis Swap and Custom...

Use “FOMC#” format to map to SOFR & “FOMCOIS#” to map to OIS, also in the Sprd/Bfly Traders can enter “FOMC#” formats in the Fwd Swap...

Enhancements: o Added SSprd YY real time chart (“SSprd YY Chart”) o Added “IVSPS YY” & “IVSPS Z” heatmap & z-score columns o Added...

Enhancement #1 [USD] Added Cross Country RV Analysis Traders looking to explore cross-country spreads between USD bonds, EUR countries,...

TIPS Enhancement: Added ESTR Sprd YY, ESTR Sprd Z, ESTR Sprd Z Diff sets of columns Added live, daily change, rich cheap heatmap, &...

Enhancement #1: [USD] Added support for Implied Lock Yield column Added support for Implied Lock Yield as the “Impl Lock Yld” column,...

Enhancement #1: [USD] Added support for SOFR headliner swap spread as “SFCT#” Traders can now use format “SFCT#” to enter SOFR swap...

Added CMTBEI RVS set of columns Traders can now add “CMTBEI RVS”,“CMTBEI dRVS”, “CMTBEI RVS Rich<->Chp”, and “CMTBEI RVS ZS” to their...

Added three more futures with different delivery baskets Traders looking at potential 20-year futures, now have option to enter three...

Given the markets transition from EONIA to ESTR, there were a few adjustments in RiskVal to update the views and meeting dates to...

Enhancement #1 Added “1st MR” & “Last MR” columns, also available in the Forward Swap Matrix The “1st MR” column shows how many days ago...

Added support Fwd and IMM basis for CADOIS vs SOFR In Forward Swap matrix sheet, we added support Fwd and IMM basis for CADOIS vs SOFR....

Added ability to enter Future Px & IVSP level to back out Swap rate Traders can now enter Future Px & IVSP level to back out Swap rate....

Enhancements #1 [USD] Added support for “IVSPS Z” & “IVSPS dZ” columns, also available in New Global IVSP sheet Traders can now monitor...

Added support for SONIA midcurve options and JADX1P CCY options Under Listed Option, traders can now enter SONIA midcurve & JADX1P...

This graph was created to allow traders to monitor multiple currencies swap rates’ change on day A new Global Swap CoD graph has been...

Given talks of CME releasing a future tied to the 20-year bond series, two 20 -year future prototypes were modeled up for traders to...