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CCY Sprd/Bfly Enhancements | Weekly Release 5/24/2024


Enhancement #1: 


Renamed RSI 14 button to “TA” (Technical Analysis) in historical graph pop-up windows


In this week's release, the “RSI 14” shortcut button has been renamed to “TA” (Technical Analysis) in historical graph pop-up windows. Traders can access one of three technical analysis indicators (RSI, Stochastic, and Bollinger) by clicking the button in the historical graph pop-up window. Additionally, traders can move to the “Preferences” – “Graph” – “TA” menu to customize the “TA” button defaults.




Enhancement #2


Separated “Map to Generic” function to “Map to Generic (Cash)” & “Map to Generic (Swap)”, also available in Forward Swap Matrix


In this week's release, traders now have the option to use the “Map to Generic” function for bond/future and IMM/Basis Swap historical graphs separately. When using the “Map to Generic (Cash)” function, the bond and future historical data will be aligned with CT and generic future rank. On the other hand, the “Map to Generic (Swap)” function will align the IMM swap and basis swap historical data with the generic IMM rank.

After choosing either “Map to Generic (Cash)” or “Map to Generic (Swap)” under the “Preferences” – “Graph” menu, RiskVal will display the “Generic”, “Roll Adj”, & “Decay” checkboxes in the bottom left-hand corner of the historical graph.

Note: These two preferences are shared between Sprd/Bfly & Forward Swap Matrix sheets

 

 

 

 

Enhancement #3:


[AUD] Added support for generic TCV & QTC GB timeseries

 

In this week’s release, traders can now view the TCV GB (Treasury Corp of Victoria Generic Benchmarks) and QTC GB (Queensland Treasury Corp Generic Benchmarks) time series by entering “TCV/QTC GB #Y ticker in AUD Sprd/Bfly window.

 

 


Enhancement #4:


[GBP] Added support for GBP 2, 5, 10, 30, 40, & 50 1st Off-the-Run

 

Traders can now view the GBP 2, 5, 10, 30, 40, & 50-year 1st Off-the-Run bonds in GBP Sprd/Bfly window by entering “O#” (ex. O2, O5, O10) ticker.

 

Traders can also check the generic Off-the-Run bonds in the “Market View” – “CT” – “GBP” tab.

  

Note: To see the treasury being used, hover over the cell in “Sprd Bfly” column



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