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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.


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