Key Features in this Release:
Traders can have a global snapshot view of Treasuries, Inflation Bonds, Futures, Swap, Swap Spreads, Basis, Central Bank Rates, Fra-OIS and their change on day
Added the ability to create WI FRN
Added support for the CME Swap Futures, such as “CHPU1”
Added a flag to set the Clearing House for Basis Swaps, to be shared with Swaps
[JPY] Added support for the DTIBOR basis, “JPY3sDTIBOR” and “JPY6sDTIBOR”
[CLP] Added support for “CLICP vs USD6s” cross-currency basis
Relabeled the “Sum (DV01)” to “Sum (OAS DV01)” and added the “Sum(IRDV01)”
Added the heat map in Change on Day (CoD) and (Daily CoD) to illustrate richness/cheapness.
Minor Fixes & Enhancements:
Sprd/Bfly:
Added the “ASW Z diff Rich – Cheap” heatmap
Added Ethereum, “XETUSD”
Added the Spanish OTR 3 year and 50 year, “ES3” and “ES50”
Traders can set the Future Invoice Spread YY/T/Z as the benchmark for regression analysis
Extended the FOMC Meeting dates to 14, FOMC9, FOMC10, FOMC11...etc., also available in the Fwd Swap Matrix
[CAD]Switch to using the Market Data for Headline Swap Spreads (SS2, SS5, SS10, SS30) instead of deriving them
TIPS: Added filtering functionality to be used in conjunction with the “New Tabs” feature
Bond Roll:
In the “Position” filter, added the option to include “OTR”, “Ft CTD” and “Bk CTD” bonds
[EUR] Added a menu to select the “Comp Trsy” for a few bonds at a time, when <right click> - “Select Comp Trsy for Selected Bonds”, also available in the SSA sheets and AUD semi
MTGE Trade: Added the ability to override the DV01 to recalculate the Notional for trades with non-zero DV01