Key Features in this Release:
o [Curve Analysis] Added ability to plot SP SSprd Z/ESprd Z
o [RV Analysis] Added support for “OTR” to “Sctr” dropdown
o Added support for SSprd/ESprd YY/Z tickers, also available in Sprd/Bfly
o Added support for RBOB contracts
o Added the “Seasonality Matrix”
o Added “DM Crv – MM ASW Z” to “Graph” dropdown
o Added a “Note” column
o Added “Simp RYld” column
Bug Fixes & Minor Enhancements:
Sprd/Bfly:Updated the real-time chart line to light blue in Dark Theme to make the curve more readable
Trade Blotter:
o [Swap] Updated price swap base columns to correspond with the curve’s update for different currency and curve types
o [CMS Option] Enhanced available “Swap Term” selection based on currency and curve
Fed Fund Monitor: Added “Market CoD” column
Tools - Set Alerts:
o Set the “Bond” column as a roll header
o Added “CMT dRVS” option for CCY Bond
Market View [IRVol - USD/GBP]: Updated the longer end symbols, “USDNAT##” for SOFR/ “GBNS####” for GBP
New Global IVSP:
o Added “IRR-SOFR ZS” column
o Added SEK Tab
EUR Carry and Rolldown: Updated the underlying libor curve from 3M to 6M for carry and roll.
LIBOR Cessation:
o Market View – CCY Config | Forward Swap Matrix | CHF/SGD Bond & Sprd/Bfly: Turned off CHF/SGD Libor curve setting as default
o USD/GBP/JPY Bond RollDown and Carry | Tools – Set Alerts: Removed Libor-related columns