Key Features in this Release:
Added option to send Ted/SOFR/FF hedge directly into Trade Blotter with the number of contracts specified in the strip
Added SSprd T to “Graph” dropdown and Curve Analysis
[EUR] Added ESTR CB rates, in addition to the EONIA CB rates
[CAD] Added “Fut DV01” and “Fut FDV01” columns
Added French TBills (mention also support USD, CAD, and JPY)
Bug Fixes & Minor Enhancements:
Swap Box:
Allowed historical graphs to have the generic check box
Added history for SOFR 1M and SOFR 2M, also available in Fwd Swap Matrix
Future CTD: Added a separate option to switch the NB from decimal to ticks
Trade Blotter: Renamed floating index in the inflation section
Global Rates Monitor: Added ESTR as default and OIS under the curve settings for European CCY
Market View: [Curve- EUR-LIBOR] Added more FRA points
Trsy 2+ RVS: changed the color of the line graph for readability