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Sprd/Bfly Enhancements| Weekly Release 1/19/2024


#1 : [Seasonality] Added the CB Meeting dates for Mexico, Poland, Columbia, and Chile, in addition to the 20 year and 40 year JPY Auctions


In this week’s release, RiskVal added MXN (Mexico), PLN (Poland), COP (Columbia), & CLP (Chile) CB meeting dates as the Seasonality Analysis anchor, as well as 20- and 40-year JPY Auction dates.


The CB meeting dates anchor can be found under the “Eco Event” – “CB Meeting Dates” menu, while the JPY Auction dates can be found under the “Eco Event” – “Auction Date” - “JPY”.


Please click the “Apply” button to apply the setting to the Seasonality Analysis.


Note: To access the Seasonality Analysis, traders can <double-click> cells with historical data & click the “Seasonality” button.


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#2 : Added an option to re-sort the line items


Traders can now sort the spread/butterfly strategies based on the 1st leg (Spread)/belly (Butterfly). The options are located under the “Sort” menu; traders can order the items in ascending/descending manner.


The function will align the items based on the maturity date of the securities in the position and locate the Spread/Butterfly strategies at the top of the table.


Note: The settings won’t affect the order of the strategies/securities that falls outside of the category.

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#3 : Added the AT7 (CTATS7Y)


Austria 7-Year Government Bond (CTATS7Y) has been added to the Sprd/Bfly window. Traders can enter the “AT7” ticker to load the security.




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