Key Features in this Release:
o Added the ability to do a simple scenario analysis to the futures
o [RV Analysis] Added the ability to filter by the correlation
o Added Custom regression set of columns to allow users to enter different curve benchmarks per line item
o Added support for the Reverse Repo Balance
Forward Swap Matrix
o Added the Curve Regression analysis
Bug Fixes & Minor Enhancements:
Cad Prov:[RV Analysis] Added the “Comp Sprd” and the “OISprd YY C+R”
Market View:
o [ZAR] Added the ZAR 3s vs USD SOFR xccy Basis Swap
o [HDK] Added the 1M point for the Libor curve
o [NOK] Added the 1W, 2W, 3W, 1M, 2M, and 1Y to the OIS term rates
o [CCY Config] Added the Peruvian Curves
o [WI] Added the WI Repo to the Strip P table and Strip S table
USD TIPS: Added the columns “SA 2 ZC Infsw” and the “SA 2 BEI”
USD Bond: Added the heatmap and the Z-score for the Spread to CT set of columns
Trade Blotter: Added the visibility to the alerts where they are present
Sprd/bfly: In the RSI Historical graphs, added the historical statistics in the pop up title