Key Features in this Release:
o Added the ability to load the TBills with the Treasury bonds
o Added support for the SSA EU GB series
o Added Discount Rate (Disc) column for TBills
o Traders can now view the Price spread column in tick format
o [CMS Sprd Options] Added “Fwd Settle” column
o Added support for realized vol and swaption vol tables for all supported currencies
o Added “Dlv dESTR/dSOFR” columns
o Added “Sprd from GC %” column, also available in Fut Cal Roll & Fut CTD
o Added support for “IMM SOFR” swaps
Bug Fixes & Minor Enhancements:
Sprd/Bfly:
o [Spread Generator]: Added “Orig” filter
o [EUR] Updated the CMT Forward Spread strategy column headers to be consistent with the strategy detail table
JPY Bond: Added ability to set alerts on “OISprd YY/Z” columns
Market View – Curves: [GBP] Added support for MPC10 & 11 fitting points in OIS curve
IRVol Monitor: Enhanced “Realized Vol Hist” function to sync with “Market View” – “IRVol” tab
Forward Swap Matrix: Added support for Onshore/Offshore Libor/OIS Curves prefixes for supported currencies like ON, SON, IMMON, IMMSON, IMMOISON
Future NetBasis Forecast: Added “SSprd dZ” column
Historical Viewer: Added historical data for AUD SSA bonds