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SSA + Covered Enhancements | Weekly Release 12/11/20

Enhancement #1

Added the “0 Yld Sprd” column

Enhanced SSA+Covered sheets with “0 Sprd Yld” column which is a spread to the reference bond (bps) based on selected measure. Traders can create reference bond by entering ‘0’ in any cell, and system will populate the “0 Sprd Yld” column.

RiskVal also supports “0 Sprd Yld” column in the CCY Bond sheets.

Note: Double click any cell to bring up the spread graph, then send to the “Sprd/Bfly”


Enhancement #2

Incorporated “Trsy ASW Z”, “ASW Z Diff”, “ASW dZ Diff”, “ASW Z Diff Rich/Cheap”, “ASW Z Diff ZS” columns with the option to change the ASW type to either YY/Z/T

Enhanced SSA+Covered sheets so traders can change ASW type based on their preferences.

From "Table" - "Manage Columns" traders can add "Trsy ASW", "ASW Diff", "ASW dZ Diff", "ASW Z Diff Rich/Cheap" and "ASW Z Diff ZS" columns to their view.

Traders can change Comp Sprd ASW type from "Preferences" – “Comp Sprd Diff Type” – “ASW YY/ASW Z/ASW T”.

Note: This enhancement is supported in USD/EUR/BGP/AUD SSA+Covered sheets


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