Key Features in this Release:
Enhanced Exporting/Importing, so traders can share tabs with the filters applied
[USD] Added Forward SOFR ASW Z (FSOFR ASW Z) column
[EUR] Added Forward ESTR YY (FESTR YY), and Forward ESTR ASW Z (FESTR ASW Z) columns
Enhanced RV Analysis and Gap Analysis to honor “Map to Generic” flag along with plotting the auction dates
[USD] Enhanced FRA OIS tab with added “SOFR” and “FRA-SOFR” columns
Enhanced support for the CMT spot and forward strategies in all available currencies across all tabs
Allows traders to send strategies from the Central Bank Rate monitor to the Sprd/Bfly sheet
Minor Fixes & Enhancements:
USD S+SP: Updated the “Whole Bond” column to show the matched bond as the short ticker as coupon + MYY
Historical data: Backfilled the historical data for the oo20 off the run
Bond Roll:
Enhanced Curve Analysis by adding “ASW Z RVS” time series
Curve Analysis - relabeled the WI bond with the prefix “WI”