Bloomberg Applications

Four applications published on Bloomberg allow users to 360 degree fully control the entire US Treasury market without software installation while Bloomberg Terminal synchronized. Users can also manage a set of USD bond/future spread/BFY strategies through existing Bloomberg terminal and monitor the risk of muni portfolio.

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USD Treasury RV

Bloomberg Search: APPS RSKTR <GO>

USD Treasury RV is a Bloomberg App. It is designed for traders who need to have a manageable summary in a small footprint on their screen, allowing full control of the entire USD Treasury market. The app can be downloaded from Bloomberg terminal in a couple of minutes without any tedious IT software deployment and installation.

USD Treasury RV app provides a real-time consolidated view to enable traders to view the top 5 rich/cheap bond trades of the day based on 2+ RVS, True ASW, TED Spread, OIS Spread, Yield Roll, and ASW Roll. The app provides information on each of these relative value measures and displays the top 5 richest or cheapest trades by maturity buckets (0-2Y, 2-3Y, etc.). Traders can click on any of the bonds to chart 90 days of historical data to view the performance of the selected trade.

The App is more than just a real-time analytics tool – it is also fully integrated with Bloomberg FIT, such that traders can easily submit RFQ to dealers with a single click.

USD Bond/Future Spread & Butterfly Monitor

Bloomberg Search: APPS RSKBM <GO>

USD Bond/Future Spread & Butterfly Monitor is a Bloomberg App. It mimics one of the most popular strategy monitoring sheets from our flagship RVFI solution, such that traders can experience the power of RVFI with an extremely smooth and productive workflow to manage a set of USD bond/future spread/BFY strategies through their existing Bloomberg terminal.

 

The App enables traders to construct their favorite USD bond/future strategies, and instantaneously calculates relative value performance such as yield spread, True ASW spread, 2+ RVS spread, based on 3 months historical time series data. Traders can easily see which strategies are outperforming or underperforming, and then make their trading decision. It comes with RSI technical analysis to provide real-time indicators for any directionality of strategies.

 

Traders can click on any strategy to form a SwapBox-like GUI to conduct individual trade analysis, including hedge ratio.

 

The App is more than just a real-time analytics tool – it is also fully integrated with Bloomberg FIT, such that traders can easily submit RFQ to dealers with a single click.

CAD Bond/Future Spreads and Butterflies Monitor

Bloomberg Search: APPS RSKCA <GO> 

Easily construct Spread and Butterfly strategies for any CAD Treasury bond or bond future using RiskVal’s Spread & Butterfly Monitor. Our proprietary analytics empower you to make the best trading decisions by putting the most needed RV measures at your fingertips, including Yield Spread, True ASW spread, and 2+ RVS

RVMunis 

Bloomberg Search: APPS RVMUNIS <GO> 

The RVMunis app enables portfolio managers and traders to compute Option Adjusted Spread (OAS), and manage the risk (DV01, Duration, Bucket Risk, and Key Rate Risk) of muni portfolios. It combines the unique functionality of Kalotay Analytics’ patent-pending MuniOAS software and RiskVal’s award-winning Fixed Income (RVFI) platform. MuniOAS captures the correct OAS and duration by incorporating the de minimis discount tax effect for bonds trading below par. The app seamlessly integrates Bloomberg data - bond terms and prices are automatically pulled in by simply entering CUSIPs. The app automatically stores multiple portfolios in separate tabs for ongoing analysis. For OAS calculations, the benchmark can be either the Bloomberg Muni GO curve or the LIBOR swap curve. Portfolio managers and traders can now analyze municipal bond portfolios with unprecedented speed and accuracy.

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RiskVal Financial Solutions, LLC, is a global supplier of SaaS for trading strategies, risk management, and portfolio management. RiskVal provides software such as analytics and trading systems in fixed-income, credit derivative, equity, foreign exchange, and derivative securities.

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