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G7 + AUD Bond Roll Enhancements | Weekly Release 10/18/19

Enhancement #1

[AUD only] Added option to show the synthetic CTD bond

Given the nature of the AUD Bond Future, RiskVal has created a Synthetic CTD bond as the average yield of the Bond Future’s basket to create a CTD. In the AUD Bond, the trader is able to load the Synthetic CTD for further analysis by clicking “Tools” – “Load Synthetic CTDs”.

Note: The synthetic CTD will be plotted in the live graphs.


Enhancement #2

Added ASW Z RVS to the graph dropdown to show the spread performance to RiskVal’s Z-Spread spline curve.

The live graphs give the trader a visual representation of the curve relative to the ASW Z curve.


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