Key Features in this Release:
Added Exp Ret/Stdev column, also available in the Forward Swap Matrix
[JPY] Series name will be shown in “Alias Name” column
[JPY] Added historical data for “Simple Yld” column, also available in JPY Bond
[Seasonality] Added EGB 15-year auctions for Germany & France as well as EGB 20-year auction for GBP
Added the ability to send CMT SSprd/ESprd data series to the Historical Viewer
Forward Swap Matrix-RVAnalysis
Added the Stdev_d column
Added the ability to allow users to choose the tail in case of OIS IMM, LIBOR IMM or SOFR/ESTR IMM
Basis Swap & Custom Basis Swap
Added ESTR vs 6s series, also available in Forward Swap Matrix
Added the “Simple Yield” column and moved the “Compounding yield” into the “Yld” column
Added the “Simple Yield” to the “Measure” dropdown in the RV Analysis.
For Bond data type, added ability to right click to set benchmark Future
Minor Fixes & Enhancements:
EUR Bond:
Added ability to override “Fut BM” & “CF” columns
Under “Tools”, added “Refresh Future BM” function”
[Live Graph] Added the ASW Z RVS, OISprd Z RVS, E/Sprd Z RVS, also available in the curve analysis.
Swap Box [Strategy Analysis]: AddedSSprd/ESprd dYY/dZ columns
Trade Blotter: Added XXCY basis to import file under “Help”
Corp Bond RV: Under “Preferences”, added “Refresh Checked Bond Data” to refresh data for selected bonds
Basis Swap- RV Analysis: Added the Stdev_d and unchecked the 3M and 6M tail for both the basis and basis_IMM
Previous week's release - Fed Fund Simulation, Sprd/Bfly, RV Analysis, Corp Bond RV, Trade Blotter, EUR Bond CoD Graph, CB Rate Monitor, USD & EUR Bond and Market View - WITII enhancements