Key Features in this Release:
Added the JPY/CAD generic 10 year TIPS, in addition, made the G7 Generic TIPS available in all CCY Sprd/Bfly
Extended Alerts to cover BEI
Enhanced the Spread and Butterfly Generators with an option to generate strategies by issue size
Updated the Trsy Bond” comparator for the breakeven inflation, which now uses market convention to default to the correct nominal bond
Incorporated the CMT RVS set of columns to analyze the relative value spread (RVS) performance of AUD Semi bonds against the AUD Constant Maturity Treasury (CMT) curve
Added the ability to create When Issued bonds under the Market View – WI Semi
Enhanced RV Analysis under the AUD Semi sheet by adding series filter
Added the “Hist” line to the live graphs to compare the live to a historical date from the “Hist” dropdown
[GBP] Enhanced the CPI#x# and CPI# to use the CPI curve whilst adding RPI#x# and RPI# to use the RPI curve
Added the XCCY RV Analysis to calculate the top single, Sprd, and Bfly strategies for any country pair
Minor Fixes & Enhancements:
AUD Semi:
Added the Yld 3 month heatmap and the Yld Z-score columns, along with the Yld Z-score to the live graph dropdown
Added the JPY Curves to the XCCY ASW, also available in the AUD Bond and AUD SSA
Sprd/Bfly:
Added the issue size filter to the Sprd and Bfly Generator
Added the historical data for OISprd C, OISprd R, and OISprd 3M C+R, also available in the Bond Roll
SSA Sheet: Allow traders to send a single bond to the Sprd/Bfly
Trade Blotter:
Expanded support to Cap Floors for Horizontal Analysis, PCA, and Forward Bucket
Added the “Upfront Fee” for Basis Swaps
TIPS:
[ZAR] Added the ZAR Inflation Bond sheet
Market Monitor– Future: Added Column Management
Bond Roll: Added the OISprd Z 3M R to the live graph dropdown
Fwd Fwd: Added the option to disable “Multiple Y Axis”
CCY IVSP: Added the sorting function to group by cycle or by pair
Fwd Swap Matrix: NVol strategies will activate the “use BBG live”