Key Features in this Release: Sprd/Bfly Enhancements Added new function to aggregate all alerts from all tabs into a single tab for more convenient access an...

Enhancement #1 Added the ability to unwind trades for swaptions and listed options From either of the Swap, Swaption, and Listed Option trade type categories...

Enhancement #1 Added new function to aggregate all alerts from all tabs into a single tab for more convenient access and alert management Traders now have th...

Enhancement #1 Enhanced Implied Lock Px and Benchmark CT column to now use the CTD implied lock price when setting a bond Future as the benchmark The methodo...

Enhanced the recovery of expired strategies with an added preference to view expired trades in a dedicated “Expired Strategies” tab, which traders can right-...

Added support for AUD3M vs. JPY3M cross currency basis swap in both AUD and JPY tabs Traders can now enter in the AUD3M vs JPY3M cross-currency basis swap in...

Intraday real-time charts have been removed from default system views across Sprd/Bfly & Forward Swap Matrix to improve memory & CPU Step #1: To add the intr...

Enhancement #1 [Repo] GC and Special Repo is now marked as a spread against the OIS curve, opposed to the Libor curve in previous versions The Repo has been ...

Added a Scenario Analysis tool for traders to simulate customizable curve shifts to estimate strategy performance across bull/bear steepener/flattener scenar...

Trades can be received from the Listed Option Strategy and the Conditional Trade sheets To streamline tracking PnL of positions entered in the Listed Option ...

Leverage the OTC vs Exchange Vol sheet to track the volatility ratio which has recently spiked and is in flux more now than in recent history. Tracking this ...

Allow traders to load the SABR parameters for Alpha, Beta, Rho, and Nu given a historical market date To assist traders in seeing the lookback, in the “show ...

Enhancement #1 Added the option to plot the CTD Yield in the analysis To analyze the trend of the CTD’s movement as it is in the selected active future, the ...

Key Features in this Release: OTC vs Exchange Vol Enhancement Leverage the OTC vs Exchange Vol sheet to track the volatility ratio which has recently spiked ...

Business Continuity Planning: How to backup & restore your RiskVal at a BCP site As many firms are executing contingency plans for the COVID-19 pandemic, tra...

As many firms are executing contingency plans for the COVID-19 pandemic, traders can reliably run RiskVal if relocated to a BCP site with the backup & restor...

Created a new floating window to view a pivot table of Eurozone on-the-run bonds, spread, and butterfly strategies organized into tabs based on yield z-score...

Enhancement #1 Added a new scenario analysis tool for swap and OIS strategies to model bull/bear steepener/flattener curve shifts Both Libor and OIS swap str...

Added ability to send strategies to AUD Sprd/Bfly from AUD Semi and AUD SSA sheets Support for AUD SSA and Semi-Government Bonds are now supported in the AUD...

Enhanced IMM history table with forward & tail gap graphs (also in Basis Monitor) To show traders a more visual representation of the Gap, the charting capab...