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CCY Bond Roll Enhancements | Weekly Release 1/5/2024

#1 : [JPY] Added support to plot CB Ownership


Traders can now plot the “CB Ownership” in the lower graph in the “JPY Bond” window by clicking “Preferences” – “Graph” – “Show CB Ownership” menu.

Once the function is checked, the lower graph will show the CB Ownership in a bar chart format in the lower graph. The CB Ownership axis will be on the right.

#2 : [Curve Analysis] Allow traders to present the difference of two series as a bar chart


In this week’s release, RiskVal updated the “Curve Analysis” pop-up window in the “CCY Bond” to plot the difference between the curves in a bar graph. Traders can click the “Config” – “Show Diff” & “Show Diff As Bar Chart” menus to generate the bar chart of the difference graph.

#3 : [EUR] Added the ESTR Ted Sprd set of columns

From the “Table” – “Manage Columns” menu, traders can add the “ESTR TED YY” & "ESTR TED T” set of columns and look at the ESTR TED YY/T Spread. RiskVal has historical data for the “ESTR TED YY/T” column; traders can access by <double-clicking>.


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