Key Features in this Release:
Added a function to allow users to select all the strategies in the same currency or same strategy
Added a risk by tag
Added equity futures, equity vol, FX, FX Vol, & commodity futures
Allow users to set 0 Net Basis Px for active future contracts
Added ability to configure weights for ED & SOFR futures
[USD] Added forward 2+ RVS column with the live graph and included in the Curve Analysis
Added “Years to Maturity” column
Added Forward CMT RVS Spread and Forward CMT Yld to “Graph” dropdown and to the Curve Analysis. In addition, added the Forward SOFR/ESTR to the USD/EUR bond
Minor Fixes & Enhancements:
Trade Blotter:
Under “Calculation” - “Horizontal Analysis”, added “SABR” option to “Vol” dropdown
[Future] Added “3M C+R” column
TBA Analysis: Added the front and back futures as benchmarks for the performance comparison columns
Forward Swap Matrix: Added keyboard shortcut to create new row (Ctrl + “N”), also supported in Sprd/Bfly sheet
EUR SSA: In RV Analysis, tickers that are selected for the current tab will be set as the default for “Tickers” filter
Market View – IRVOL – SOFR Strike: Added the option “to Fwd Swap Matrix” from the historical data graphs
Callable Grid: Added the option to override the Flat Vol
Future CTD: Added new 20-year future (NTDH2) with maturity of 19.75-25 years