Key Features in this Release:
Added the option to enable recalculating the “Modified Duration” upon restart
Added “Refresh” option to allow traders to recalculate all selected weights
Added “Key Rate Risk” weighting option for S+SP bonds
Added support for “FDTR”, “GCFRTSY”, “IRRBIOER”, “IRRBIORR”, “FDTR”, “FDTRFTRL”, “DISCPRIM”, “TOMOTCSO”, “DCPB090Y” indexes and “BSSONIAFF-TN”
Added “BM CT” and “CT Sprd” columns to set the spread of the treasury benchmark to the TIPS bond
Added “Multi Graph” option to “BEI”, “IOTA”, “SA IOTA” columns in the same row
Added an option to add/remove OTR highlight
Added “Sort Ticker - Maturity Asc” and “Sort Ticker - Maturity Desc” under the “Sort” menu, also available in the USD SSA FRN
Added support for CAD
Under the RV Analysis – “Must Include Bond” filter, added “All OTRs” button to select all On-The-Run bonds
Minor Fixes & Enhancements:
Market View
[Basis Swap] Added “PCS” column under the PLN tab
Market View
Enhanced curve exporting tool, to allow traders to periodically export a flat CSV file with daily discounting factors
Previous week's release - New Option Monitor, USD SSA FRN, USD Agency FRN, Bond, and Trade Blotter enhancements