Key Features in this Release:
o Added second field for curve correlation analysis
o Added map to generic functionality for XCCY ASW
o Added support for AUD generic TBills
o Added support for “Ticker DDMYY” format for TBills
o Added support for 1M & 3M ESTR Futures
o Added ability to filter data points based on date/value range
o Added historical data for Front Contracts open interest for seasonality analysis
Bug Fixes & Minor Enhancements:
Sprd Bfly:
Added “Maturity Weight” as option under “Preferences” – “Weight Calc Freq”
Added support for broken dated CMTRY forwards with rolldown
Forward Swap Matrix: Added “Vol Adj R” tab to other currencies (already available for EUR)
Basis Swap [DTIBOR 3s v DTIBOR 6s]:
Added 3M Index table
Added 6M basis
Conditional Trade:
Added support to enter generic term (eg “G1Y”)
Will use RFR (SOFR/ESTR/OIS) as floating index
Added support to send to Trade Blotter under “Tools”
Fed Fund Monitor: Added “Manage Columns” functionality
Listed Option Strategy: Added “Expiry” column to lower Greek table
GBP SSA+Covered: Added rich/cheap heatmaps & z-score columns for “CMT RVS” & “S/A CMT RVS”
Trade Blotter: Added “Base CPI” to security input doc for Custom Bond Cashflow
CB Rate: Added Nok OIS Central Bank meeting dates
RV Academy: Has been reworked, see instructions on how to login