Key Features in this Release:
Added columns to allow traders to enter spread to GC repo for the 3M Repo used for carry, “3M GC Repo” & “3M GC Repo Sprd” columns
[CNY]: Added support for current China 1-year government bond, also available in Sprd/Bfly
[USD & EUR]: For “3M Cnvx Ret” & “3M Cnvx Adj C+R” columns, added support for libor & OIS strategies
When CTD is changed, “Theo B/E Cal Roll” will be automatically updated
Bug Fixes & Minor Enhancements:
Trade Blotter:Added support for Meeting Date Rate Hedge for MXN
Market View – Repo: Added a feature to save the folder location for the repo file
GBP Sprd/Bfly: Treasuries will show spread historical data under “S/A Yld” set of columns
EUR Bond: Added Estonia, Latvia, & Lithuani as options under “Tabs” – “Create Standard Tabs”
Hist Viewer: Added support for price vol