Key Features in this Release:
o Added conditional formatting functionality
o Special repos will be highlighted with light yellow background
o Added support for payer & receiver swaption premiums in decimal format
o Added ability to send “Comp Sprd” to the Historical Viewer sheet
o Added “Reg(weeklyChg) Weight” & “Reg(weeklyChq) Weight using 2 Sprd” weight options
o [Seasonality Analysis] Added ability to include reopening(s) for USD 20Y auctions
o [Swap – Fwd Rate – AUD] Added support for “AUD 3s” and “AUD 6s”
o [Swap – LIBOR- AUD] Added support for “AUD 3M” and “AUD 6M”
o Added “ASW Z Diff”, “DM”, & “Px CCTs vs. Px MM BTPS” to “Graph” dropdown
o Added “DM Crv – MM ASW Z” column
Bug Fixes & Minor Enhancements:
CCY Bond:
o Added ability to remove UWI bonds from the dChange graph
o Added ability to add/remove the “Diff” graph for individual tabs
Swap Box:
o Added support for “CIX Px Sprd (mid) with SOFR”
o Added support for user created WI bills
New Global IVSP:
Added support for KRW futures
Market View:
o [CCY Config] Added control for “OTRSpline” and “CMT RY” curves
o [Future] Added CTD SSprd/ESprd YY/Z/T columns
o [BasisSwap - EUR] Updated ESTR vs EUR3s default fitting points to fit 6M, 9M, 1Y points instead of IMM
EUR SSA:
Added support for SSA EU CMT RVS rich cheap heatmap & z-score columns
GBP SSA:
Added the ability to send Comp Trsy sprds directly to the Historical Viewer
Forward Swap Matrix:
o Added historical data for normal vol
o Added support for Key Rate Cashflow weight
USD SFR Monitor:
o Updated generic SFR rank to be same as ED$
o Updated SFR Butterfly & SFR Spread tables to show SFR(H3/M3/U3) for readability purposes
o Updated EURO $$$ Levels table to have 21 entries starting with SFR0 followed by packs
Previous week's release - CAD Prov + Covered, Sprd Bfly, and Forward Swap Matrix enhancements