Key Features in this Release:
Added ability to create custom formula columns, also available in Sprd/Bfly & Forward Swap Matrix
Added “Refunding” event to Seasonality analysis, also available in Forward Swap Matrix
Added CMT BD dRVS set of columns
Forward Bucket Risk: Added support for KRW, SGD, HKD, CNY, INR, THB, TWD, & MYR swaps
Added support for USD SOFR in XCCY analysis
Added an option to save the repo
Minor Fixes & Enhancements:
Market View
[Basis Swap - JPY] Switched LSCC – LCH to use OIS ticker (JYJLO#)
[FX Curve] Cells will be highlighted blue if “Auto Build” is checked & yellow if “Auto Build” is unchecked
Sprd/Bfly:
Added alerts for IVSPS YY dYY/IVSPS YY stdev_d & IVSPS YY 5BD dYY/IVSPS YY Stdev_d columns & IVSPS Z, IVSPE YY/Z, IVSPO YY/Z & IVSP YY/Z
Added the MTGEFNCI and MTGEFNCL
Historical Viewer: Added support for MTGEFNCI and IRR – SOFR and Finland’s Bond CMT -Esprd Z
Previous week's release - CYY Bond, Trade Blotter, Sprd/Bfly, New Global IVSP, Fut Cal Roll, and Market View - Curves enhancements