Key Features in this Release:
Developed a Strategy Enhancer as a tool for traders to enhance the relative value performance for On-the-Run curve and butterfly trades
Added a button in historical graphs as a quick means for traders to send favorable strategies directly to the Swap Box for pre-trade monetization
Added support for Libor Fixings. Also in Forward Swap Matrix for G7 + AUD
Introduced a new sheet for AUD traders to analyze the AUD semi-government bond market
Created a new sheet for AUD supra-sovereign bonds such as EIB and KFW tickers
[Alerts] Revamped the alerting workflow for traders to give triggered alerts higher priority to quickly react to the market in real-time
Removed the ‘x’ to close sheets/tabs. Sheets/Tabs can be closed (or renamed if applicable) by right-click function
Added preference to calculate TED Hedge (Strip Hedge) with or without spread adjustment
Added standard tabs and set default country+index in Blotter tab
Updated the CMT RVS calculation and historical data
Added specific Fed Fund and Eurodollar Futures in addition to existing generic series
Minor Fixes & Enhancements:
Calendar ASW: Added standard tabs, organized by CCY under “Tabs” to quickly analyze the calendar roll
CCY Sprd/Bfly:
In the alert tool “YLD ZS” has been renamed to “Sprd ZS” to be consistent with column header
Updated default Condor weighting to be 1/-1/-1/1
Let traders enter #-o# for old issues less than 4 (e.g. 2-o7)
USD FRN: Updated MM Trsy column to use only original 2 yr issues
IVSP: Show index in lower hedge panel window for spreads against OIS
USD TIPS: In the CPI Summary, added 5yr/30yr spread strategy line to CPI summary window. Also added “Map to Generic” for longer history
Future CTD: Added historical repo data and graphs (Also Bond Roll & IVSP)
GBP Bond: Added default “Alias” short-code as Coupon+YY to be used as shortcut in GBP Sprd/Bfly
Swap Box: Added Future hedge for Future/Future trades to use Spot, Fwd (Dt1 vs Dt2), or Fwd (Dt2 vs Dt2)
Previous week's release - Bond Roll, Sprd/Bfly, USD TIPS, Future Calendar Roll, USD S+SP enhancements