Key Features in this Release:
With recent discussions about the Treasury issuing a new 20-year, this section outlines how traders can leverage RiskVal’s When-Issue Creator to model up a 20-year WI bond and analyze its performance within that sector
[AUD only] Added option to show the synthetic CTD bond
Added ASW Z RVS to the graph dropdown to show the spread performance to RiskVal’s Z-Spread spline curve
Future Calendar Roll Monitor Enhancements
Added ability to send any pair to the Calendar ASW, remembering trader’s “Fwd Repo” if marked in the Fut Cal Roll
Added tooltips with column definitions to help distinguish column names
Support clearinghouse for USD (LCH/CME) and JPY (JSCC/LCH) such that RiskVal will remember the clearinghouse preference when sending trades from sprd/bfly to swap box
Future CTD Scenario Analysis Enhancement
Redesigned the overall layout, such that the key user-inputs to run scenario analysis will no longer be squeezed if traders have more narrows screens
Bug Fixes & Minor Enhancements:
Future CTD: Enhanced the wildcard option scale
GUI enhancement: Renamed “To Bond Trade” as “To Trade Blotter” across Swap Box, Forward Swap Matrix, and Future Option Analysis sheets
Market View: In FX Vol & Curve tabs, added PCS configuration
Strips S+SP: Added 2+ RVS columns to the default view
EUR Bond: Added Cyprus bonds to the lower panel graph, if traders subscribe to Cyprus
Sprd/Bfly: Enhanced the Spread & Butterfly Generator function such that we by default send the selected strategies “to new tab”, instead of selecting the current tab