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RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/03/2023


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




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