AUD Semi Enhancements (Old AUD State) | Weekly Release 2/5/21

Enhancement #1


Enhanced the curve analysis by adding the ability to plot ACGB government bonds alongside AUD Semi tickers with the option to filter by the issue size


Traders can load and analyze AUD GOVT bonds alongside AUD Semi tickers in their Curve Analysis.


To access Curve Analysis, traders can select “Analysis” – “Curve Analysis” from the AUD Semi sheet.


For the popup window, after clicking on the “Config” button, traders should select “Load AUD GOVT”. The system will populate the “Govt Orig Year” section from where traders can select their AUD GOVT before hitting “Plot”.

Additionally, the issue size filter was added in the lower right corner of the popup window, labeled as “Iss ($B)”.

Enhancement #2


Added “Series” filter which enables the option to exclude EMTN or MTN bonds


Allow traders to exclude EMTN or MTN bonds from their AUD Semi sheet.

To exclude EMTN or any of the other series, traders can click on “Series” and make their selection before hitting “Apply”.


In this week’s release, RiskVal renamed "Ticker Chooser" to "Ticker" and "Series Chooser" to "Series". The same enhancement is available in the CCY SSA + Covered sheets.


Note: Traders can create system pre-built standard tabs from “Table” – “Standard Tabs”, and select NSWTC, NTTC, QTC, SAFA, TASCOR, TCV, WATC tabs

Enhancement #3


In the historical graphs added “To Swap Box” and “To Sprd/Bfly” buttons


Traders can export their strategies to Swap Box and Sprd/Bfly sheets from the historical graph in the AUD Semi sheet


After selecting spread or butterfly strategies, traders can <right click> and choose “Sprd Graph” or “Bfly Graph”. In the lower right corner of the historical graph, traders can choose “ToSwapBox” or “ToSprd/Bfly”.