Key Features in this Release:
o Honor the “Weight” column for a single security strategy to flip the sign by entering “-1”, already available in Forward Swap Matrix
o Added the ability to save the historical graphs and positions on the desktop
o [USD] Added “SOFR” column
o [USD] Added “SSprd/OISprd P” columns
o [RV Analysis] Added support for “SSprd Z/P” & “OISprd Z/P” to “Measure” dropdown
o Added “Clearing House” column
o Added “Comp 3M C” & “Comp 3M R” columns
Bug Fixes & Minor Enhancements:
EUR Sprd/Bfly: Added support for real-time intraday ASW YY/Z
Trade Blotter: [Bond] Added “SSprd /OISprd Z” columns
CCY Bond-[Curve Analysis]: Added ability to plot only the difference between two data series
LIBOR Cessation:
o Custom Basis Monitor: Removed USD/GBP/JPY-related Libor basis
o Market View – Future: Removed IVSP YY/T/Z columns in USD/GBP/JPY tabs
o Forward Swap Matrix: Replaced the Libor to “Custom SOFR/ESTR” for USD/EUR, “Custom OIS” for GBP/JPY, & “Custom Swap” for remaining currencies in the lower matrix tab
o Swap Box [USD/GBP/JPY]: Removed “TED Hedge” for USD, GBP, and JPY