Trade Blotter Enhancements | Weekly Release 3/27/20


Enhancement #1


Added the ability to unwind trades for swaptions and listed options

From either of the Swap, Swaption, and Listed Option trade type categories, traders can <right click> and select “Unwind Trade” to create a row in the line item before to create the unwind position.

Enhancement #2


Updated Key Rate Risk (& Cashflow) to allow users to enter EGB short country codes as they are formatted in EUR Sprd/Bfly

Traders leverage the Key Rate Risk to see how to offset their risk using their chosen treasuries or futures. To give the trader more flexibility, the trader can enter any generic treasury that can be handled by the Sprd/Bfly, such as AT100, FR50, ES10

Enhancement #3

For bond & future trade types, added PV & Previous PV columns, where Previous PV is calculated for the previous settle date

For traders who would like to see their portfolio as of the previous business day, the “Prev PV” column has been added. Traders can enter their bonds and futures to see the previous business day’s PV.


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