Key Features in this Release:
Added preference to use the 0 NB Fut Px adjusted by the current lowest net basis when calculating the delivery scenario analysis columns
Added CTD Matrix
Added “Clean Daily P&L”, “Clean PV”, “Prev Clean PV”, “Clean Daily P&L USD”, “Clean PV USD”, & “Prev Clean PV USD” columns to Blotter Manager, Summary, Bond, & Swap sections
[Regression] Added ability to color code data series into quarters
Added ability to enter columns in ticker format, also available in Forward Swap Matrix
[Curve Analysis] Added ability to plot Model SSprd Z/OISprd Z curves
Added “SOFR Carry”, “SOFR Roll”, “SOFR C+R”, same for ESTR
Added ability to set default weight (“Preferences” – “Default Weight”)
Added current level & change on day for Yld, ASW YY, ASW Z, ASW T
Added support for CMT format
Ability to highlight 2 cells or products and send to Trade Blotter or Sprd/Bfly
Added new GBP SSA FRN sheet
Bug Fixes & Minor Enhancements:
Sprd/Bfly:
Extended CMTRY & CMTBEI historical data to 10 years for all main tenors
Added ability to handle CIX functionality for SFR futures
Added “Key Risk (Cashflow)” as weight option for butterflies
[Custom Columns] Added support for signum (“sgn(x)”) function
Forward Swap Matrix:
Added support for SPX, NASDAQ, HY, IG, ITRX, XOVER, already available in Sprd/Bfly
Added ability to plot fwd & tail gaps under “Chg” tab
Added <double-click> for historical data function for “C+R/Stdev_d” column
Added “SLCMS” as additional syntax for “SNGLLKCMS”
AUD Semi: Added green bond filter
Historical CTD: Added ability to plot GB & NB
Historical Viewer:
[GBP] Added supported for OISprd T
Added support for CNY & CNH FX
EUR SSA + Covered: Added ability to split lower graph of bonds by Ticker + Series (“Preferences” – “Graph”- “Bond Group By”)
Fed Fund Simulation: Added historical data for “Current Rate”, “Step”, “Cum Step”, and “Fly” columns in bottom rich/cheap tab
TBA Analysis: Added support for GN30 II 6.5
CCY Bond: Added the “Color Management” function to be applied to the live graphs