Key Features in this Release:
o Added set of columns to calculate weighted number of future contracts using cheapest to deliver “Wght DV01”
o Added option to change lookback period for the PCA analysis
o Added support for 1-month & 3-month ESTR futures
o Added alerts function
o Added the function to set the “offset”
o Added difference between discount margin and matched maturity SOFR Spread Z set of columns (also available in Sprd/Bfly)
Bug Fixes & Minor Enhancements:
Market View – Basis Swap: Added 12Y, 15Y, 20Y, 25Y, 30Y, 35Y, 40Y and 50Y fitting points for CNY Fixed vs SOFR, KRW Fixed vs SOFR & KRW3s vs SOFR
TBA Monitor: Added control function for the swap performance graph
Market View – Curves: [ILS-CPI] removed 20Y
Sprd/Bfly: Added option to update live price for Group charts
TBA Analysis: Added support for FN30 6.5 and 7% coupons
Bond Roll: Added preference to split user created WI and BBG WI bonds in the graph menu
EUR TBILL: Added support for ESTR Spread YY 3-month carry & roll
G7 XCountry Spread: Added option to choose a curve type