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Trade Blotter Enhancements| Weekly Release 2/2/2024

#1 : Added support for 3M ESTR(TKY) future hedge

 

Support has been added to run 3M ESTR Future Hedge in Trade Blotter. To do so, after entering positions, click “Calculation” – “RFR Future Hedge” – “3M ESTR Future Hedge”.

 

Note: Positions who have “X” column checked will be included in the risk calculation.

 

 

#2 : Added preference to allow traders to flip risk direction

 

Flag has been added to flip risk direction, which includes DV01/PV01/Delta. To do so, click “Preferences” – “Flip DV01/PV01/$Delta”. Note that when this flag is checked, it will be populated throughout all Trade Blotter tabs as well as in all risk calculations under the Calculation menu.

 


 


#3 : Added the Carry Cumulative PnL in the summary

 

The summary section of the Trade Blotter has been expanded to include a column for the “Carry Cum P&L USD” and in local currency. To see the column, add it from “Table” -“Manage Columns”.  The traders can select the bond positions to view the total Carry Cum P&L.


 

 

#4 : Added support for Swaps under the Clean Cumulative PnL

 

In this week’s release, the swaps have been added to the “Clean Cum P&L”. Traders can enter new swaps or select existing swaps to be added to the summary “Clean Cum P&L”. This column can be added from “Table” – “Manage Columns

 

 

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