Key Features in this Release:
o [USD] Replaced ED$ tab with SFR
o Added “ASW Z RVS”, “OISprd Z RVS”, & “ESprd Z RVS” set of columns
o [USD] Added “MMY SOFR” column for bills, also added to Hist Viewer sheet
o Added ability to import ETFs through csv file
Bug Fixes & Minor Enhancements:
CCY Bond:
o [RV Analysis] Added support for “Reg (dailyChg) using 2 Sprd” & “Reg (weekyChg) using 2 Sprd” to “Weight” dropdown, already available in Forward Swap Matrix sheet
o [RVAnalysis] Added filter to prevent overlapping
o [USD & EUR] Added “SSprd Z ZS” & “ESprd Z ZS” to “Graph” dropdown
Market View – Curves: [EUR] Added 35yr point
Future NetBasis Forecast: Added “Orig” column
Sprd/Bfly: Added support for the ASW Z rich/cheap heatmaps for EU CMT