Key Features in this Release:
[Trade Blotter] Added preference to use flat or decaying DV01 for Future’s Repo Risk calculation
[Market View – CT] Added preference to be able to override CT
Added “Comp 3M C+R” column & included in “Graph” dropdown
Added supported for ESTR vs 1s, ESTR vs 3s, ESTR vs 6s
Added “ESTR CMS” tab in lower panel
Bug Fixes & Minor Enhancements:
Sprd/Bfly:
[USD] Added support for “USO#” format for off the runs, for example “USO10” for 10yr first off the run
[EUR] Added support for additional metrics for EUSSAEUCM
Trade Blotter: 3M SOFR futures after U28 will use 2-digit year, for example SFRU28, SFRZ28, SFRH29