Market View – WI Enhancement | Weekly Release 8/12/22

Enhancement


[WI] 5-year maturity USD bond will be auto generated


5-year maturity USD WI bond will now be generated automatically if the trader checks “Auto-Generate RiskVal UWI” on top of the table. The auto generated WIs will use the OTRs as the benchmarks and be highlighted in pink in the bond roll.


Additionally, in Future CTD tab, if the trader checks “Include WI”, the 5-year WI will be included in the delivery basket for FV futures. This function applies to other future contracts, where applicable.