Bond Roll Enhancements | Weekly Release 10/15/21


Enhancements #1


[USD] Added support for “IVSPS Z” & “IVSPS dZ” columns, also available in New Global IVSP sheet


Traders can now monitor the “IVSPS Z” and its change on day on the USD Bond Roll with the ability to <double click> the cell to get the historical data.


Note: To add or manage columns, click “Table” – “Manage Columns” and save or publish the new view.

Enhancements #2


[GBP]Added “3M OISprd dZ” column


The OIS spread Z three-month change column has been added to the bond roll.


Note: RiskVal already supports "2BD OISprd dZ", "3BD OISprd dZ", "5BD OISprd dZ", "10BD OISprd dZ", & "1M OISprd dZ" columns.