Key Features in this Release:
Added ability to edit existing WIs
Added “GC Sprd”, “ED GC Sprd”, & “LD” GC Sprd columns to calculate the Net Basis with the repo special
Added change on day columns for gross basis & net basis, also in the Sprd/Bfly
Added support for receiver & payer swaption premiums
Added support for CHF & NZD risk free rate futures
[Curves - AUD] Added ability to input CPI levels
[Future] Added column to show yesterday’s CTD
Added ability to plot monthly change
Added ability to adjust size of symbols in lower panel graphs
[Gap Analysis] Added ISIN column for matched bond
Minor Fixes & Enhancements:
Sprd/Bfly: Added option to choose which auction points to plot in CMT strategy historical graphs
Market View:
[Curves – CPI] Lower left table renamed “CPI Trend” -> “CPI (SA)” & “CPI” -> “CPI (NSA)”
[CMSprd Vol] Added double click for historical data function to “Corr” column
New Global IVSP: GB & NB columns will now be highlighted yellow
EUR TIPS: Added “Carry ADJ RY ZS” column
Previous week's release - Market View - WI, Basis Swap, Custom Basis Swap, and CCY Bond enhancements