Key Features in this Release:
Added outstanding size, issue size, float size, fed holding size, & free float set of columns in market value terms
Added overridable DV01 column to Key Rate hedge function
Added SOFR/ESTR/OIS as Bfly Type for Custom Bfly columns
Added ability to select more than one bond for TED/FF/SOFR hedge
Added non seasonality adjusted OTR IOTA sets of columns
Added support for JPYOIS vs JPY3s basis swap
[Seasonality] Added option to adjust the number of trading days displayed under the specific date range
[USD & EUR] Added SOFR Spread T & ESTR Spread T columns
Added forward/tail matrices for payer/receiver skew
Minor Fixes & Enhancements:
Future CTD Scenario Analysis: [USD & EUR] Added IVSP & FASW risk free rate columns
AUD Semi: Added support for AUSCAP bonds
MYR Bond:
Added MGII bonds
Added “Ticker” function
Added “Sort Ticker – Maturity Asc/Desc” function
Market View – WI: “CMT Curve Roll” will be set as the Roll Method by default
New Global IVSP: Added a new column, “NB(BP)” to show the net basis as invoice yield minus the average if repo forward yield of the basket of bonds
Corp Bond RV:
Added CCY filter
Added an option to refresh the Bond CDS_5y under the “Preferences”