Key Features in this Release:
Added the SER Future tab
Added ED$ frequency option
Added “Sprd Min”, “Sprd Max”, & “Sprd Max-Min” columns, also available in the Forward Swap Matrix
[USD & EUR] Added ability to send trades to Historical Viewer from SSprd/Esprd YY & Z columns
[CCY Bond] Added OIS/EONIA/SONIA Sprd YY measures
[Forward Swap Matrix] In RV Analysis, added SOFR/ESTR IMM & OIS IMM to Curve dropdown
[Future CTD] Added RV Analysis function to show the top spreads to the CTD
Added Ticker, Country, & Maturity Range filters
Added “Country” & “Composite Rating” column
CDS Sprd 5Y will be used as the default value model
[USD]Added ability to choose SOFR swap points for Key Rate risk
Added ESprd YY & IVSPE YY levels
Curve Analysis will be plotted using SOFR/ESTR curve for USD/EUR, respectively
Added “$Ann SSprd/ESprd C+R” column with the live graph
Added support for EUR linkers
Minor Fixes & Enhancements:
User Experience: Added ability to rename worksheets (<right click> – “Rename Tab”)
Market View:
[IRVol] Added GBP SONIA swaption vol
[IRVol] Added Daily Realized Z-Score, % Ratio, & % Ratio Z-Score tables to the “Daily” tab
[Repo] Repo is now spread to Risk Free rate; SOFR/ESTR for USD/EUR
CCY Bond:
Added $Ann C+R set of columns to “Graph” dropdown
[XCountry RV Analysis]: Added “Top Outright”, “Top Sprd”, & “Top Bfly” tabs
Fwd Swap Matrix: Added 3M rolldown for FF & SOFR futures, already supported in Sprd/Bfly
Trade Blotter:
For 1M/3M SOFR and ESTR hedges, added the ability to copy and paste in the same structure as the ED Hedge; also available in Swap Box
[AUD]When running forward bucket risk, will show 1y1y/2y1y /3y1y/4y1y
EUR TIPS: Added tooltip (ESprd Z – Trys Esprd Z) to “ESprd Z Diff” column
Global Preferences: Added “Line Size Chart” to control thickness of line in Curve Analysis graph
Corp Bond RV: Added “All Tabs Share Same View” to “Preferences”
Previous week's release - Market View - IRVOL, Trade Blotter, Forward Swap Matrix, Rv Analysis, Sprd/Bfly, Future Calendar Roll and T-Bill enhancements