Key Features in this Release:
o [EUR] Updated the delivery basket to accommodate the minimum day rule
o Automatically lock the “Fut Px” with the scenario price for further analysis
o [Listed Option] Added “Intrinsic Value” column
o [Bond] Added “Daily P&L USD” & “Cum P&L USD” columns
Bug Fixes & Minor Enhancements:
Market View:
o [Curves]: For PHP Libor curve, removed 1w and 2m fitting points
o [Basis Swap]: Imply the front end 3m to 1y from FX curve option for HKD3s vs. SOFR
CAD TBills: The Yld and the MMY were showing the same values, this has been corrected
EUR Bond: Corrected the “Bad Day” for BTPS bonds
Sprd/Bfly [Seasonality]: Future Dates were not picking up the early delivery date for the JPY-JB