Key Features in this Release:
Added pre-built cross-market and supported G7 security type examples so traders can quickly reference the codes and customize their monitors as needed
[AUD] Adjusted the logic behind the headline spreads, such as ss3 and ss10 to show the swap vs the future
Allow traders to turn off the “always on top” for the historical graphs pop up
Updated Table Management such that, when traders click + drag the columns directly on the sheet, they will be prompted with an initial pop up to save the custom view. Any subsequent column changes will be automatically saved to preserve the updated user view
Enhanced the Emerging Markets sheets for ZAR, MXN, INR, CNY with the XCCY ASW calculation vs USD/EUR
Added the SOFR/ESTR rate’s 3M Carry and Rolldown columns
Allow traders to select and plot multiple CMT curves for multiple countries
Added the option to switch from “Forward Term” to “Tail Term” by clicking the “Fwd Term” button
Enhanced the RV Analysis to generate spreads and butterfly strategies
Added the ASW P for TIPs strategies
Minor Fixes & Enhancements:
Bond Roll: Bonds that have a stale price will show a different background color to indicate the stale price
Callable Grid: Extended the grids out to 20 years across all tabs (Libor/OIS/SOFR)
Forward Swap Matrix
Can handle expired IMM /MAC/ IMMFRA/ IMMFRAOIS swaps
Allow traders to create strategies with 6 legs
AUD Semi +SSA: Updated the “Sctr” to allow users to select multiple sectors
Market View – IRVOL: Allow traders to create multiple graphs/spread graphs/ bfly graph
Calendar ASW: Added the “Note” field in the Strategy Analysis to reference the note field in the strategies
Custom Basis: Added tab sharing between users
Sprd/Bfly
Backfilled the supply and re-opening of the French On-the-Runs
[EUR] Added the BE50
When entering a ticker for a new currency, it will trigger the curve auto build