Key Features in this Release:
Added “MM Position” column to allow traders to enter their positions on the bonds, with color highlighting and filtering to better visualize the bonds that have positions. In addition, to help populate the “Position” column, a sample “Position file” is under the Help menu
Added new custom swap tab for traders to customize the forward and tail gaps
Added support for XCCY Basis swap entries across all currency tabs
Expanded the Mean reversion return and the Expected return columns to SOFR, ESTR, OIS spreads
Enhanced sheet with ED$ and FRA/OIS Summary tables
Added “Set Repo” function under the Repo section
Added the ability to create EUR SSA When Issued bonds
Enhanced the curve analysis with the ability to plot the change on day of the OIS Spread and EONIA Spread
[EUR] Added Green Bond filter to the Curve Analysis
Minor Fixes & Enhancements:
Sprd/Bfly:
Added “G7” standard tab
Added “3M dSprd” column to show the change on day based on 3 months
Added "OISprd Z 3M R", "SOFR/ESTR ASW Z 3M R"
[AUD] Populate the CMT RVS columns for AUD Semi bonds
Market View:
[IRVOL] Added RV Analysis
[WI] Added support for Greek WI bonds
Fwd Swap Matrix:
For IMMFRAOIS entries added “3M R” history
For IMMCMT entries added “Sprd” history
Bond:
Added history for “IVSP SOFR YY” column; also available in the New Global IVSP and Fut Cal Roll sheet
[JPY] Added series filter to the RV Analysis
Swap Box: Added preference to control the number of decimal places for “PX Ratio” column; also available and in sync with the Cal ASW sheet
Trade Blotter:
In the Swaption section, made the correlation term consistent with the Midcurve Corr period setting in the Forward Swap Matrix
Added a column to the CMS Spread option to display and override the expiry, when the user enters the expiry, the maturity will be the swap settle date after the expiry