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Sprd/Bfly Enhancement | Weekly Release 05/26/2023

Enhancement: Added ability to send matched maturity bond-swap spreads directly to the Trade Blotter, including Matched Maturity Invoice spreads


To send bond-swap spread strategies to Trade Blotter, <right click> in the “SSprd YY” (matched maturity SOFR Spread) column & select “ToTradeBlotter”. After sending to existing or new tab, RiskVal will automatically populate this SOFR spread trade into the Trade Blotter sheet. To send over invoice spread trades, traders can <right-click> in the “IVSPS YY” (matched maturity SOFR Invoice Spread) column & follow the same procedure. This function has also been added for the following columns: “OISprd YY”, “ESprd YY”, “ASW YY”, “IVSP YY”, “IVSPO YY”, and “IVSPE YY”.


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