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CCY Bond Roll Enhancement| Weekly Release 2/23/2024

Added the option to send to Trade Blotter from the GB column to send the bond and future hedge based on the Conversion factor


In the CCY Bond sheet, traders can <right click> on Fut GB” column and select “To Trade Blotter”.

In the separate pop up, RiskVal will ask traders what tab they want to send strategy or if they would like to create a new tab in the Trade Blotter.

After their selection, RiskVal will create Bond-Future strategy using the conversion factor for notional hedging.


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