Key Features in this Release:
Enhanced the Alert Management across Forward Swap Matrix & Sprd/Bfly
Added an option to view OIS bucket risk in addition to LIBOR bucket risk
Add Repo trade type option
Future Net Basis Forecast Enhancement
Added option to specific # of previous contracts to view the CTD bonds for expired contracts
Added support for strategies containing and individual CANHOU securities
Added ability to set CANHOU as the comp treasury
Market View – Curves Enhancements
Added Turkey OIS curve
Added CMT curve for India and Indonesia
Added ability to set spot or forward hedge as the default for newly created strategies
Minor Fixes & Enhancements:
Custom Basis & Basis Swap Monitor
Added the ability to send strategies to the Forward Swap Matrix in pop-up graphs from the “fwd” tab
Added NZD vs EUR 3M cross-currency basis swap
Sprd/Bfly:
Added indicator to tabs containing strategies with alerts
Added Sprd/Bfly monitors for all currencies with a CCY Bond sheet
CCY Bond:
Added Curve Analysis to all CCY Bond sheets
Added columns to show the Mean, Expected Return, and Total Return for both Yield and ASW YY
Forward Swap Matrix: Added RV Analysis for all currency tabs
RV Analysis: Added weighting column for spread and butterfly strategies
TIPS: Added the flip function to spread graphs for BEI and yield
Previous week's release - User Experience, [New] UST Overview, Sprd/Bfly, CAD OIS Curve, Forward Swap Matrix and Future Calendar Roll enhancements