Enhancement #1: [Repo] Added support for TBills
In this release, the repo special function has been extended to include the TBills. Traders can use the same file to upload the TBills and repo. To see the sample file, click on “Help” > “Open sample file.csv”. In the file, enter the ISIN/CUSIPs of the TBills and the spread to GC for a specific date or generic, like in the example below.
Note: After uploading the file and clicking on “save Repo”, traders will be maintaining the repo going forward.
Enhancement #2: [UWIB] Added carry implied repo column
“Carry Impl Repo” column has been added to the default view. This column will be the same as “BM Repo” (Benchmark Repo) unless it is overwritten. It will be the breakeven repo such that the repo implied carry equals the overwritten carry.