Trade Blotter Enhancements | Weekly Release 8/27/21


Enhancement #1


Added the ability to enter the DV01 as “50K” or “1M” for bonds and swaps


In the Bond and Swap sections of the Trade Blotter, traders can enter "#K" or "#M" formats under the "DV01" columns, RiskVal will automatically recalculate “MM notional” columns.

Enhancement #2


Added “Trade Px”, “Trade Date”, “Daily P&L”, “Cum P&L” columns for mortgage securities, which are aggregated in the summary table


In the default view, traders can find newly added “Trade Date”, Trade Px”, “Daily P&L”, and “Cum P&L” columns.


Once traders enter “ISIN/FIGI”, check “X” columns and hit “Pricing” to price the securities.

After that, traders can enter their “Trade Px”, and start tracking P&L in “Daily P&L”, “Cum P&L” columns in the MTGE section.


Daily P&L” and “Cum P&L” columns are also available in the Summary table to show the aggregated P&L.