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?
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
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