Key Features in this Release:
Listed Option Spread Monitor [NEW]
Created a new monitor for traders to easily enter and track the Total PnL on a variety of Call and Put spread strategies
[EUR] Bond/Future Spreads & Butterfly enhancement
Enhanced the Spread and Butterfly Generators which gives traders the flexibility to create cross country strategies of matching maturities
Bond Trade enhancements
Enhanced user-experience with the ability to create tabs and select the trade types from a single menu simultaneously
Expanded trade types with FX Spot/Fwd FX Options and FX Exotic
Bond Roll enhancements
[JPY] Enhanced JGB government bond analysis with updated OTR information based on JN (2Y), JS (5Y), JB (10Y), JL (20Y), JX (30Y), and JO (40Y), so the lower panel graph is color-coded by Series
[JPY] Added “Compounding Yield” column for traders to reference the semi-annual compounding yield
Allow traders to filter by Issue Size, such that traders have the flexibility to exclude less liquid securities from their bond list
CNY CDB Bond [NEW]
Created a new sheet for Chinese Development Bonds where traders can perform relative value and trend analysis
[User Experience] Streamlining Column Management
Standardized the Column Management tool so traders can quickly add or remove the saved user views en masse
Bug Fixes & Minor Enhancements:
Future Calendar Roll: Automatically save traders colors
Supra Sovereign Bond: Added Comp Treasury Spread heat map and Z-Score columns
Swap Box: Allow traders to roll strategies containing one or more future to the next or previous contract
CNY Sprd/Bfly: Added generic CTs for 2, 3, 5, 7, 10, 30
Future Option Analysis: Supports multiple tabs