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CCY Bond Enhancement | Weekly Release 3/10/2023

Enhancement #1: [Custom Columns] Added historical data for formulas that contain columns with historical data

From “Table – Manage Columns”, traders can select the “Custom Columns” button located on the right and click the “New” button to create a custom column. When the “Create New Custom Column” pop-up window opens, traders can customize a column with personalized formula and title.

After creating. custom column, traders will need to add it to their view from “Table- Manage Columns”.

Once added to their view, traders can <double- click> on the column and as long as all metrics from the custom column have historical data RiskVal will populate graphs.

This feature is also available in CCY SSA, CCY TIPS, CCY TBILL, Sprd/Bfly and Fwd Swap Matrix sheets.

Enhancement #2: Added “Exclude Bonds” function to Butterfly Generator, which are created for the Sprd/Bfly

Traders can now exclude bonds in Butterfly Generator. From “Tools” – “Butterfly Generator”, check the “Advanced” check box to show the “Must Exclude Bonds” button. After clicking the button, traders can use the “Bond Chooser” function to exclude the bonds they don’t want, click “OK”, then click “Generate Butterflies”. The excluded bonds will not be shown in the butterflies generated.

Note: (1) Traders can open Butterfly Generator from CCY Sprd/Bfly as well. (2) The Butterfly generator will show up in the CCY Sprd/Bfly


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