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Trade Blotter Enhancement | Weekly Release 02/03/2023

Added support for Bucket Risk (Risk Free Rate)

Traders can now calculate bucket risk on risk free rate curves, such as SOFR for USD, ESTR for EUR, & OIS for GBP, in the Trade Blotter sheet. After selecting which securities to include in the calculation by checking/unchecking the “X” column, traders can click “Calculation” – “Bucket Risk (Risk Free Rate)”.

Note: (1) For further details on hedge calculations, please contact Jordan Hu via IB or email (2) There is also a “Include OIS Risk in Bucket Risk” flag under “Preferences” to show the USD and EUR OIS risk under the “Bucket Risk (IBOR)”.


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