Key Features in this Release:
[CCY Bond, Forward Swap Matrix] Added “Lookback Period” and the preference to use generic historical data vs bond specific data
[GBP TIPS] Added support for “SONIA Sprd Z Diff” to “Measure” dropdown
Added shortcut functionality to select “Sprd/Bfly/Multi Graph” features
[Listed Option] Added “Weight” column to calculate the cost of the package
[BRL] Added support for OD futures offshore levels
Added PEN Bond sheet
Bug Fixes & Minor Enhancements:
Forward Swap Matrix: [CNY] Corrected the IMM On-Shore and Off-Shore strategies to show “IMMSON#S#” & “IMMSOFF#X#” tickers when sent from the lower “IMM(On)” & “IMM(Off)” tabs
CCY Bond: Added “0 Sprd 2, 3, 4 ZS” columns
Market View:
[Basis Swap] Renamed the “Status” column to “UpdateTime”
[Basis Swap - CHF] Added 3M, 6M, 9M, & 1Y fitting points for CHFOIS vs SOFR
[Basis Swap – INR] Switched “INR Fixed vs SOFR” to use “IRUSON#” currency for swaps and “IRN#M” currency for FX curve
[Curves – SEK – OIS] Removed the 5th and 6th central bank meeting date rates
[Curves – CMT] Switched to use the pricing date as the cutoff date
Sprd/Bfly:
Added the “PCA Weight” feature for the SOFR Future strategies
[JPY] Added “Reopening” auction dates in the historical graph pop-up window
Enhanced the “1 Std MR Freq” statistics to dynamically adjust based on the time frame in the historical graph pop-up window
Global Preferences: “Set RV Default Font Size” will be set to “Yes” on default
TBA Analysis: Added “Edit PCS” option under “Preferences”
Global Rates Monitor: Added support for Portugal, Austria, Ireland, Greece, and Finland
Future NB Forecast: Enhanced the “Scenario Analysis” bump boxes to save the entry when clicking/tapping out of the box
Historical Viewer
Enabled “AUD3s vs USD 3s” XCCY Basis Swap
Added support for IRR SOFR/ESTR