[EUR] Transition from EONIA to ESTR Enhancement | Weekly Release 10/29/21


TIPS


Enhancement: Added ESTR Sprd YY, ESTR Sprd Z, ESTR Sprd Z Diff sets of columns


Added live, daily change, rich cheap heatmap, & z-score columns for ESTR Sprd YY (“ESprd YY”), ESTR Sprd Z (“ESprd Z”), & ESTR Sprd Z Diff (“ESprd Z Diff”).

Note: Traders can add these columns from “Table” – “Manage Columns”

New Global IVSP


Enhancement: Added “Dlv ESTR” & “IRR ESTR” columns

Note: Traders can add these columns from “Table” – “Manage Columns

Basis Swap & Custom Basis Enhancement: Added support for ESTR vs EUR3s


Traders can find support for ESTRvsEUR3s in the Basis Swap and Custom Basis sheets.

Traders can hover over “Live” column to see equivalent Bloomberg‘s ticker <EEOBVC#> followed by a pricing source that RiskVal is pulling.

Traders can change default pricing source by overwriting “PCS” column with supported pricing source or leveraging “PCS” button.

Spread/Butterfly


Enhancement: Added “IVSPE 2BD dYY”, “IVSPE 3BD dYY”, “IVSPE 5BD dYY”, “IVSPE 10BD dYY”, and “IVSPE 1M dYY” columns


From "Table" - "Manage Columns" traders can add “IVSPE 2BD dYY”, “IVSPE 3BD dYY”, “IVSPE 5BD dYY”, “IVSPE 10BD dYY”, and “IVSPE 1M dYY” columns.