Key Features in this Release:
[USD] Added ability to use rates from SOFR curve instead of the Short term SOFR Swap rates
[USD] Added support for 4-month bill, including adding a generic “4M” bill in the Sprd/Bfly with historical data
[USD & EUR] Added SOFR/ESTR Matched Maturity and Zero spreads to Graph dropdown
Added support for MUTSCALM, JPY overnight fixing
Added Custom Columns functionality, already available in Sprd/Bfly
Added support for bond liquidity index (GVLQ)
Added ability to include/exclude BBG WIT bonds independently of UWI bonds in the delivery baskets
Bug Fixes & Minor Enhancements:
Market View – USD - SOFR: 1y point will now be fitted by default
CAD Prov & Covered: Added alert functionality under “Tools” dropdown