Key Features in this Release:
[EUR] Added the ESTR YY and EST ASW Z set of columns
RVAnalysis – Added a column for Convecity Adjusted Expected Return to show the Exp Return + Conv Return)
RVAnalysis- Allows users to sort the strategies by the Mean Reversion Return, Total Return, Carry + Roll Thresholds.
RVAnalysis- Added separate tabs for the Spreads and Butterfly strategies
Enhanced weighting options by adding “Change to Key Risk (cashflow) Weight”
Added SPY bond to the panel and enabled selection in the ticket chooser
Added a columns for Trsy ASW Z and ASW Z Diff as a difference between the SSA bond ASW Z and Comp Trsy ASW Z
Added R/C OIS Z column with historical data
Updated 3M1OY vs TY to 3M10Y vs UXY 2 and 3M30Y vs US to 3M15Y vs US
Added 3M25Y vs WN
Minor Fixes & Enhancements:
Market View - Basis Swap, Basis Monitor and Custom Basis Monitor
Limited tails to: 3M, 6M, 1Y, 2Y, 3Y, 4Y, 5Y, 6Y, 7Y, 8Y, 9Y, 10Y, 12Y, 15Y, 20Y, 25Y, and 30Y
Fwd Swap Matrix: Added the ability to send the strategy directly to the Trade Blotter
Sprd/Bfly:
Automatically add additional rows for batch copy/paste selections
Added an empty row at the end of the open tabs
GBP & JPY Tbill and TIPS
Added default PCS for user’s conventionality
Conditional Trade: Added historical graphs for Spot Sprd and ATM Sprd columns
Previous week's release - Trade Blotter, Forward Swap Matrix, EUR SSA and Bond, CCY Bond, Historical Viewer, G7 Sprd and Sprd/Bfly enhancements