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CCY SSA Enhancements | Weekly Release 09/22/2023

Enhancement #1: [GBP SSA] Added support for “S/A CMT RVS”

Traders can now add the “S/A CMT RVS” set of columns in the “GBP SSA + Covered” window from “Table” – “Manage Columns”.

Enhancement #2: [EUR] Added BM CT column

In this week’s release, Riskval added the “Benchmark Current Treasury (BM CT)” column to the “EUR SSA + Covered” window. To change the “BM CT” column, traders can select a cell in the column, <right-click>, select “CT Sprd” menu, and choose the desired CT. To change the “BM CT” for multiple SSA bonds at once, traders can simply highlight the corresponding cells in the “BM CT” column and carry out the same steps described above.

Also, traders can set the specific country for a specific type(s) of SSA bond’s “BM CT” by selecting the “Set BM CT” menu. Once the “Country Selector” pop-up window is open, traders can choose the country and click “Apply” to implement the changes for all SSA bond type(s).

Note: To add the columns, click “Table” – “Manage Columns”, move the columns to “Displayed Columns” and click “Save As” to create a new view.


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