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CCY SSA + Covered Enhancements| Weekly Release 2/16/2024

#1 : [EUR] Added “DE CMT RVS” sets of columns


From “Table”- “Mange columns” traders can add “DE CMT RVS” set of columns to their view. RiskVal supports, live spread, daily change, 3M heatmap as well as 3M Z score columns. The live spread to the DE CMT Curve is to the matched maturity point on the curve.


Note: The DE CMT curve can be found under “Market View” – “Curves” – “EUR” – “CMT” – “DE


#2 : Added the flag to load user created WI bonds


After users create new UWI SSA bonds, they can go back to the CCY SSA sheet and load them from Preferences” – “Load” – “Load UWI” flag.

User created SSA bonds will be highlighted pink to differentiate them from other SSA bonds.


Note: To create UWI SSA bonds, traders can click on “Market View” – “WI SSA” and hit “New


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