Key Features in this Release:
Added “Tool” – “Take Screenshot” to all floating windows to make it easier for traders to generate & share a snapshot of their RiskVal screen with clients and colleagues
Added an option to “Gather off-screen windows here” to help traders who restore their back up and have their floating windows saved out of the current pc’s screen space
Created a floating window to summarize the current market performance across the most liquid points in the US market for TBill, Inflation BEI, and Treasury Bonds
Introduced a dedicated Sprd/Bfly windows for INR, IDR and ZAR currencies for EM traders to send potential trading strategies from the corresponding Bond sheet
Enhanced the “Help” – “Format References” for USD & EUR Sprd/Bfly sheets containing a complete list of supported strategy formats. We will continue to make this available for traders to references across all CCY Sprd/Bfly
Enhanced CAD OIS to use the CAD 3M vs OIS basis to derive the OIS rate beyond the 5y point. Added a flag “use 3M OIS Basis” flag for option to use the CAD basis for 2Y – 5Y OIS rates
Forward Swap Matrix Enhancement
Added the EUR 6M vs USD 3M XCCY Basis
Future Calendar Roll Enhancement
Added columns for the Invoice Yield of the Front and Back Contract
Minor Fixes & Enhancements:
Forward Swap Matrix: Enhanced the RV Analysis and renamed the Long Sprd to Flattening Sprd (-1/1) and Short Sprd to Steepening Sprd (1/-1). Also reflected in Bond Roll RV Analysis
Trade Blotter- Basis Swap: Added “IMM” column to the default view such that traders can check this to construct an IMM Basis Swap
CCY Bond: Renamed the Free /Float, Out Sz, to Free/Float B and Out Sz B respectively, as well as removed the decimals from the column
Log In Screen: Added the choice to login in to the System time zone, in addition to the standard options which include Asia, New York, Chicago
Basis Swap: Added indicator to the forward matrix to indicate which of the forward basis is calculated from the basis curve
CA Provincial& Covered: Added Preferences – Edit PCS with default PCS configured
Previous week's release - Sprd/Bfly, Trade Blotter, Bond Roll, Swap Box, Forward Swap Matrix and User Experience enhancements