Key Features in this Release:
o Added flag to include/exclude bonds based on the 5B issue size requirement for the BTS Future, also available in Future NetBasis Forecast Sheet
o [RV Analysis] Added “CPI” to “Curve” dropdown
o Added support for Japan breakeven inflation rates
o Added support for the FDTRMID index
o [RV Analysis] Added “Comp Sprd” to the “Measure” dropdown
Bug Fixes & Minor Enhancements:
GBP SSA + Covered: Added “S/A Yld” to “Graph” dropdown
Sprd/Bfly:
o Added “dMMY OIS” column
o Added historical ASW Z data for “MYCMT”, “INCMT”, and “IDCMT”
USD SFR Fly: Extended line items out to “SFR U7.Z7.H8”
EUR Bond-[Curve Analysis] Added option to plot by original series
Market View – Basis Swap: Added description to show day count & payment frequency
CAD Prov + Covered: Added “CMT RVS” set of columns
Forward Swap Matrix: Added historical data for MAC Swaps for G10, KRW & CLP