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Trade Blotter Enhancements | Weekly Release 3/15/2024

  1. Added the Previous Clean MTM set of columns in both the bond and the summary sections

 

From “Table” – “Manage Columns” traders can add Prev Clean MTM” columns to summary and bond sections.   

Prev Clean MTM” represents difference between Prev Clean Cum P&L” and “Prev Pull to Par P&L” columns. The “Prev” referring to the previous business day’s close.

Note: To add security types, click on “Type” dropdown

 

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# 2: [CMS] Added support “Expiry Date” & “Single Look” columns

 

Under the default view, traders can find “Expiry Date” & “Single Look” columns; “Single Lock” is checked on default. 

 

Behavior as follows:

  • When Single Look is checked, enter Expiry Date will calculate Maturity Date (Expiry Date + settle lag), and Start Date (Maturity Date - 1Y).

 

  • When Single Look is checked, enter Maturity Date will calculate Expiry Date (Maturity Date - settle lag), and Start Date (Maturity Date - 1Y).


  • When Single Look is unchecked, enter Maturity Date will be anchored on Start Date (+ input term)

 

 

 

# 3: [NEW] Added support for FRN bonds

 

To add FRN section, traders can click on “Type” dropdown.

Under the FRN section, traders can <right click> on ISIN” – “Bond Chooser” and select bonds to populate them or enter the ISIN/Cusip directly.

 

To start tracking P&L, traders should check “X” column and RiskVal will populate Summary table for them.

 


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