Key Features in this Release:
TIPS: Added ESTR Sprd YY, ESTR Sprd Z, ESTR Sprd Z Diff sets of columns
New Global IVSP: Added “Dlv ESTR” & “IRR ESTR”
Basis Swap/Custom Basis: Added support for ESTR vs 3s
Sprd/Bfly: Added “IVSPE 2BD dYY”, “IVSPE 3BD dYY”, “IVSPE 5BD dYY”, “IVSPE 10BD dYY”, and “IVSPE 1M dYY” columns
[USD] Added Cross Country RV Analysis
Added ability to choose default popup graph settings
Added SSprd YY real time chart (“SSprd Chart”)
Added “IVSPS YY” & “IVSPS Z” heatmap & z-score columnsAdded “IVSPS 2BD/3BD/5BD/10BD/1M dYY” columns
Added historical data for IVSPS YY column when "Preferences" - "Sprd of Inv Sprd" set to "Respective Delivery Date"
Use “FOMC#” format to map to SOFR & “FOMCOIS#” to map to OIS, also in the Sprd/Bfly
Added CMTBEI RVS set of columns
[NZD] Added support for NZDOIS vs SOFR
[USD- SOFR] Added forward SOFR rates
[IRVOL] Added CoD tables for Spot Straddle & Fwd Straddle tabs
[IRVOL] Moved Strike, Strike CoD, Spot Straddle, & Fwd Straddle from Black Vol to Normal Vol
Minor Fixes & Enhancements:
USD Bond: Added “0 Sprd4 Yld” & “d0Sprd4” columns
New Global IVSP:
[USD] Added “Dlv SOFR” & “IRR SOFR”
USD Agency & USD SSA + Covered: Added “Exclude Bonds” functionality under “Tools” dropdown
Sprd/Bfly:
[EUR] Added history for ESTR Sprd Z z-score, “ESprd Z ZS” column
TIPS:
[USD/EUR/GBP/CAD] Added 3-month carry “3M C” & 3-month CMT real yield carry & roll “3M C+R CMTRY” columns
[GBP] Added 3-month CMT real yield rolldown “3M C+R CMTRY” column
Trade Blotter: Bond Chooser- Added support for “12-O2” format
Historical Viewer:
Added TONAR vs SOFR XCCY basis historical data
Added EU SSA OTR & EU SSA CMT data series
CB Rate:
[USD] Added suffix OIS to all columns & added Live, CoD, Step, Cumul Step columns based on SOFR
Include "ESTR", "EONIA", "SOFR" or "OIS" in the graph label to differentiate the historical graphs
Transition to real time Market data instead of Basis:
[AUD] AUDOIS vs SOFR now uses real time market data
[USD- SOFR] Short Term SOFR & Swap Rates table data is obtained directly from Live Market data
[USD- SOFR] Use outright live market data instead of SOFR vs FF Basis