Key Features in this Release:
Added option under Preferences to allow STRIP traders to use the mid price for the whole bond and/or the implied bid/ask price for the S + SP
Enhanced the Curve Analysis when plotting the Diff Hi-Lo series with a ‘close range’ in the tooltip to show the distance between the current level and minimum spread as a percentage
Added support for CMT rates derived from the Italian CMT curve inclusive of all BTPS bonds
Enhanced the seasonality tool for USD inflation traders to analyze strategy performance using TIPS auction dates as an anchor point with the option to include reopenings
Enhanced STIR analysis with added support for G7 FRA strategies
Improved the CPI Summary with added table management, and columns for BEI (daily change, heatmap, z-score), CPI Swap and CPI Basis
Future Calendar Roll Enhancement
Allow traders leverage the multi-graph feature to analyze historical performance of the Calendar Roll, Implied Repo vs Actual Repo, Bond/Future Basis and Invoice Spreads in one graph
Enhanced the STRIP and RECON by adding support for user-created WI SP bonds
Minor Fixes & Enhancements:
EUR TIPS: Added CMT RVS and CMT RVS Low Cpn (applies to IT TIPS Bonds) daily change, rich/heap heatmap, and z-score columns
USD FRN: Added option to reset matched treasury under “Tools”
TBA Analysis: Updated default CPR to 2.21% and changed column headers to “Front and Next Month Roll” and “Next and Third Month’s $ Roll”
Invoice Spread: Highlighted the IVSP YY, IVSPO YY, and Fwd Repo columns by default to help draw attention to most important columns
Sprd/Bfly:
Added history for OIS 1M, 3M, 6M, 12M (also available in Forward Swap Matrix)
Reorganized RVAcademy videos list by grouping together in Help menu
Forward Swap Matrix: Added ability to reorder tabs with drag & drop ability
Listed Option Strategy: Automatically “Save” strategies automatically (also applies to the Conditional Trade)
USD Bond: Added “STRIPS B/E SP Yld” and “STRIP B/E SP ASW Z” to be displayed in the lower panel graph
Previous week's release - Trade Blotter, Future CTD, Swap Box, Basis Swap, Bond Roll enhancements