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Fixed Income (RVFI) Weekly Enhancements - 1/12/2024

Key Features in this Release:

  • Sprd/Blfy

    • [Seasonality] Added JPY auction dates, quarter end, & year end as anchor choices





    • Added “Modified Duration” column

    • Added “Show Table” option for lower graph

    • Added “5BD dBEI” & “5BD dRyld” columns

    • [GBP – Curve Analysis] Added “TRSY SONIA Z” & “Multiple Y Axis”

Bug Fixes & Minor Enhancements:

  • Sprd/Bfly:

    • Added “MACD Sprd” column

    • Added support for UK BEI Rate UKGGBE50

  • Forward Swap Matrix: Added support for “EUORDEPO”, already supported in Sprd/Bfly

  • Future NetBasis Forecast: Added option to automatically recalculate the 0 net basis implied future prices (“Preferences” – “All Others Use 0 NetBasis Px”)

  • Hist Viewer: Added supported for AUD3s vs USD3s forward basis swap

  • Market View – WI [EUR]: Renamed “Issue Date” to “1st Settle Date” in WI Creator

  • KRW Bond: Added XCCY ASW set of columns

  • GUI: Reorganized “Graph” dropdowns in Bond, Sprd/Bfly, & Forward Swap Matrix sheets

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