Key Features in this Release:
Added “+/- stdev” checkbox so traders can specify number of standard deviations they would like to plot, also available in the Bond sheets
[GBP] Enhanced the CPI#x# and CPI# to use the CPI curve whilst adding RPI#x# and RPI# to use the RPI curve
Added support for generic Spain/Portugal Bills, as well as added the specific Bills for Portugal
Enabled the meeting dates to be extended out to 2025
Added a function to delete multiple tabs at the same time in the Fwd Swap Matrix, Sprd/Bfly, and Bond sheets
Autosave is applied to all the tables, should a trader move a column by dragging it to a new position, the new position of the column will be autosaved
Modified the XCCY ASW to show the currency and Index selected, as well as added historical data
Added support for “CMT RVS” under Curve Analysis and in the graph dropdown
Minor Fixes & Enhancements:
Sprd/Bfly:
Added "OISprd C+R / stdev_d" column
Added generic history for “SOFR/ESTR 3M C”, “SOFR/ESTR 3M R crv”, “SOFR/ESTR 3M C+R” , “SOFR/ESTR Sprd 3M C”, “SOFR/ESTR Sprd 3M R crv”, “SOFR/ESTR Sprd” and “3M C+R” columns
CMT Monitor: Added the RV Analysis
Listed SABR Model: Added support TY, Friday and Wednesday weekly options
TBILL: [EUR] Added support for Portugal
Market Monitor– IRVOL: Added <right click> export to Trade Blotter from the OTM Strike
Fwd Swap Matrix:
Added “3M Cnvx Adj C+R" column for swaps
Added “Refresh All Rows” under “Edit” to clear our invalid entry cache
Added the Export/Import function for sharing tabs
CCY SSA + Covered:
Added series filter
Added historical data to the XCCY ASW columns, also available in the EUR Bond for USD XCCY ASW
EUR Bond: Added “Green Bond” system created tab
Swap Box: Added “Sprd ZS”, “Asw YY ZS”, “ASW 3M C+R”, “ASW 3M C”, “ASW 3M R”, “3M C+R”, “3M C”, “3M R CMT”, “OTR IOTA” columns under the Strategy Analysis
TIPS: Added the “load the WI” preference for user created WIs, as well as the highlighting for these
IT FRN: Backfilled the historical data for the “DM with curve” column
Previous week's release - Sprd/Bfly, USD TIPS, AUD Semi and Forward Swap Matrix enhancements