In this week’s release, traders can find a refresher on how to configure future pair in RiskVal.
From “Preferences” - “Global Preferences” under the “Market Data Preferences” table traders can click on “Future Roll & Active Future Settings”.
System will extend the table and traders can adjust CCY Future roll settings.
For example, to roll USD Future from ‘U2-Z2’ to ‘Z2-H3’ pair, traders can set “First Day of Delivery Month” & hit “Apply”. In order for changes to propagate, traders will have to restart their RiskVal.