Key Features in this Release:
Added preference to load DV01 in USD
Added support for “ESprd Z Stdev”, “ESprd Z Stdev_d”, “ESprd Z Stdev_d 1M”, “ESprd Z Stdev_d 3M” columns
Added ability to enter spreads and butterflies under the Inferred Future’s tab
Under Key Risk, added support for short end SOFR fitting points
Added Custom Column functionality
[Curve Analysis] Added an option to load CAD government bonds
Added support for single look CMS strategies
Added “C+R Adj Sprd” column for swaps
Bug Fixes & Minor Enhancements:
CCY Sprd/Bfly:
[EUR] Added support for “ESprd YY Rich-Cheap” heatmap
[USD] Added a preference to map US2 to USCT2 or backend contract of US future
Added preference to flip “3M C+R” column (+/-) direction for basis swaps and SFCT headliner
Added support for UKAPGPT Index
Trade Blotter:
[Blotter Manager] Added Bucket Risk(IBOR) and Bucket Risk(RFR) functionality
[Bond] Added support for PCS preference for bonds that are not in the system
EUR Bond: Added preference to change color for green bonds
Market View – FX Curve: [EUR, GBP, CAD, JPY, AUD] Added “ON”, “TN”& “SN” points to the FX Rates table
Global Rates Monitor: Added “1M”, “3M”, “6M”, “1Y” as a “Diff” option
Trade Blotter: Under Bond section added “PCS”
JPY TBill: Added the XCCY spread to GBP