Key Features in this Release:
Added shared Color Management with Bond Roll such that traders have the option to automatically propagate their color codes across both sheets simultaneously
■ Sharing highlights across Sprd/Bfly & Bond Roll
■ Color coding based on strategy weight
■ What if I previously color-coded my Sprd/Bfly?
Future Calendar Roll Enhancement
Reorganized each currency as its own tab, and added a lower split panel with historical graphs of the R/C ASW and Invoice Spread, along with hedge details
Allow traders to create WIs for 10s and 30s bonds and set fwd date to reopening dates
Forward Swap Matrix Enhancements
Basis Swaps & Cross Currency Basis Swaps can now be sent “To Trade Blotter”
Added support for LCH-EUREX basis, including forward and IMM Basis
Added support for IMM Forward for LCH-CME in USD Libor
Minor Fixes & Enhancements:
USD Sprd/Bfly: Added support for WIT20 for the system-created 20y WI
Future Calendar Roll: Re-added tabs for CAD & JPY
Market View
WI: S and SP sections have the Table – Manage columns
Curves: For USD SOFR curve, added 1M, 2M, 3M, 4M, 6M, 9M, 12M, 15M, 18M
Swap Box: Renamed the “Comments” to “Note”
EUR SSA: FR CMT RVS is renamed to CMT RVS with a new column for CMT dRVS
EUR Bond: added the DE 7 yr orig bond
USD Bond: added the Daily Change for MMY T-TB
Previous week's release - Relaunch of the 3-Year Treasury Note Future, WI Bond, Alert Monitor, Bond Roll, Sprd/Bfly and TIPS enhancements