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Trade Blotter Enhancements | Weekly Release 09/08/2023

Enhancement #1: Bucket Risk & Forward Bucket Risk will now use SFR futures

RiskVal has replaced ED$ with SFR futures for Bucket Risk and Forward Bucket Risk. Traders can check the strategies in the “X” column and then click “Calculation” – “Bucket Risk (Risk Free Rate)”/ “Forward Bucket Risk” to calculate the Risk.

Enhancement #2: Enabled LIBOR TED Hedge for CAD

RiskVal has added support for CAD LIBOR hedge. CAD traders can now check the strategies needed in the “X” column and click “Calculation” – “Ted Hedge” to calculate the hedge.

In the screenshot below, see the Ted Hedge of the CAD bonds.


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