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RiskVal Fixed Income (RVFI) Weekly Enhancements - 09/01/2023


Key Features in this Release:

CCY Bond

o Allow traders to remove specific futures as benchmarks

o Added support for the SSprd/ESprd/Sonia YY/Z under the Butterfly columns


CCY SSA

o Added the CMT RVS, Model Yield, and the CMT RVS live graph


S+SP Bond

o Added the CMT RVS

o [USD] Added Cusip column and whole bond’s coupon column


Trade Blotter

o [Key Risk] Added support for 1M& 3M SOFR futures as buckets


Sprd/Bfly

o Allow traders to resize groups of graphs at once


Bug Fixes & Minor Enhancements:

Fwd Fwd Matrix: Added the option to create new tabs

New Global IVSP: Added the IVSPS/IVSPO daily change, heatmap, and z-score- same for the IVSP C+R

Forward Swap Matrix:

o Added support for swaps entered as DDMMMYY including forwards

o Created separate tables to show the offshore and onshore swaps and ois swaps


Previous week's release -Future Net Basis Forecast, Historical Viewer, Market View, Sprd/Bfly, MXN TBill, and AUD Bond enhancements



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