Key Features in this Release:
o Added ability to choose Early/Late Delivery Date through a dropdown method, also available in Future Calendar Roll sheet
o Added “ED IRR SOFR” & “LD IRR SOFR” columns with a historical graph functionality
o Added ability to send matched maturity bond-swap spreads directly to the Trade Blotter, including Matched Maturity Invoice spreads
o Added ability to choose treasury bonds as the benchmark using the “Bond Chooser” function
o Added a feature to save the graph dropdown height upon refresh
Bug Fixes & Minor Enhancements:
AUD Sprd Bfly: Enabled the “Sprd Graph” function for YM1 (3s ASW T) vs. XM2 (6s ASW T)
USD TBill: “Autoload WI Bills” & “Autoload Reissued Bills” will be unchecked by default
Fwd Swap Matrix [RV Analysis]: Added the ability to auto-save the “Fwd” settings
TIPS sheet: Adjusted the Fwd BEI/RYld Matrix to follow the “Map to Generic” flag to keep the historical data consistent with the table