RiskVal Fixed Income (RVFI) Weekly Enhancements - 7/8/22

Key Features in this Release:

Future CTD Scenario Analysis

• Updated delivery basket for Italian futures

Sprd/Bfly

• [Seasonality] Added ability to set minimum series points used to calculate average

New Global IVSP & Market View – Future

• Future tab Will now share “Group by Future” selection with New Global IVSP

Minor Fixes & Enhancements:

EUR Sprd/Bfly: Added support for “BE7”, “BE20”, & “DE20”

Trade Blotter: Updated reference doc has been added under “Help” – “Reference Doc PDF”

Previous week's release - Market View - WI, Future CTD Scenario, New Global IVSP, Forward Swap Matrix, Market View, Historical Viewer, and CCY bond enhancements