RiskVal Guide

USD 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...

CCY 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...

Bond 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...

Trade 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...

User 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...

Future 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...

Bond 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...

Trade 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...

Sprd/Bfly Enhancement | Weekly Release 4/1/22

Enhancement [Butterfly Generator] Traders can now use “Advanced” & “Distance/Tolerance” filters simultaneously to generate strategies To...

Swap 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...

Market 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...

Basis 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...

Forward 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...

Market 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...

Bond 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...

User 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...

Swap 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...

Global 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...

Trade Blotter Enhancement | Weekly Release 3/25/22

Enhancement Enabled all calculations in the Blotter Manager tab The “Calculation” menu that is available in all individual Trade Blotter...

Bond Roll Enhancement | Weekly Release 3/18/22

Enhancement #1 [USD] Added ability to include first, second, & third off the run bonds Traders can filter off the run bonds from the...