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RiskVal Fixed Income (RVFI) Weekly Enhancements - 03/31/2023

Key Features in this Release:

  • Added ability to enter custom historical date for Hist & Diff dropdowns

  • Added “Yld” to graph dropdown

  • Added support for CAD CORRA futures

  • [Basis Swap] Added support for HKD

  • [HKD] Added support for “HDK1s vs. HDK3s”

Bug Fixes & Minor Enhancements:

Trade Blotter: [SOFR Hedge] Add support for SER and FF futures for “Repo Risk for US Bond Future”

CAD TBill: Added historical data for “XCCY ASW”

Global Rates Monitor: Added support for Netherlands and Belgium

Sprd/bfly: The generic bills codes have been corrected to show the correct TBills for each country

MXN SSA: Added more bonds past the 10 year maturity


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