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CCY Bond Enhancements | Weekly Release 08/18/2023

Enhancement #1: Added support for DV01 and FDV01 columns for futures and FDV01 column for bonds

From “Table - Manage columns” traders can add “FDV01” column to their view as DV01 already exists under the default view.

After entering future date, FDV01 column will populate.

Both columns are already available in New Global IVSP and Trade Blotter sheets.

Enhancement #2: [EUR] Added ability to load TBills

From “Preferences-Load-Load TBill”, RiskVal added ticker chooser for traders to load wanted TBills.

Now traders can load TBill bonds side to side with European Treasury bonds.

This feature already exists in USD Bond Roll sheet.


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