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Market View – Future Enhancements | Weekly Release 12/10/21

Enhancement #1

[Future - CAD] Added 30Y future “LGB” across the system

In this week’s release, RiskVal added support for LGB – 30Y CAD future.

Trades can enter “LGB1” &” LGB2” for generic or “LGB[HMUZ#]” for specific formats across the system.

Traders can see 30Y Cad Future in the Back end “Market View - Future” tab, CAD Bond, Sprd/Bfly, Future CTD, NB Forecast, New Global IVSP, Future Roll sheets.


Enhancement #2

[Curves – USD – Libor] Added support for Implied Convexity

RiskVal added support for the Implied Convexity - “Implied Cnvx bp” column that shows the sum of “Error bp” and “Cnvx bp” columns.

Also, in the USD ED$ Monitor, RiskVal added average “Implied Cnvx bp” column for the packs.

Note: Traders can open USD ED$ Monitor from “Window” – “ED$ Monitor” - “USD”


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