RiskVal Fixed Income (RVFI) Weekly Enhancements - 6/24/22

Key Features in this Release:

[Refresher] TUU2 Future and WI 2Y analysis

• Impact of newly announced WI 2Y w.r.t TUU2 analysis

Market View - WI

• Added ability to duplicate WI bonds

Basis Swap & Custom Basis Swap

• Added support for JPYOIS vs ESTR

CCY Bond

• Added ability to show lower graphs as bar chart

User Experience

• Added ability to pop out main RVFI sheets to floating window

Minor Fixes & Enhancements:

• Sprd/Bfly: Added historical data for DE2 up to 6th off the run

• Market View – Curves: The order of currencies will determine the order of same currencies throughout RiskVal

• Market View – Future: Replaced the IVSP set of columns for the IVSPS set of columns.

• New Global IVSP: Added highlighting to the front and back contracts, also in the “Future” tab

Previous week's release - Forward Swap Matrix, Fed Fund Simulation, Future CTD, Future NetBasis Forecast, USD Bond, Market View - WI, and CCY Sprd/Bfly enhancements