Key Features in this Release: [New] Global Macro Monitor A monitor to see the benchmark treasury yields for each currency and equities...

Key Features in this Release: Sprd/Bfly Added Carry and Roll set of columns with historical data when looking at TIPS bonds TBill Allow...

Key Features in this Release: Trade Blotter Added new Rate x Vol horizontal analysis to show PnL and Greeks for all Rate/Vol Shock...

Key Features in this Release: Bond When selecting 2 or 3 “CT Sprd”/ “Comp Sprd” columns & selecting “ToSprdBfly”, will send over as 4 or...

Key Features in this Release: Trade Blotter Added support for Modified Duration weighted Key Rate Risk Market View [IRVol] Reorganized...

Key Features in this Release: [EUR] Transition from EONIA to ESTR TIPS: Added ESTR Sprd YY, ESTR Sprd Z, ESTR Sprd Z Diff sets of columns...

Key Features in this Release: [EUR] Transition From EONIA to ESTR Forward Swap Matrix: “ECB#” meeting dates are now mapped to the ESTR...

Key Features in this Release: Future CTD Given talks of CME releasing a future tied to the 20-year bond series, two 20 -year future...

Key Features in this Release: Trade Blotter [Swaps] Added hotkeys- <Ctrl> + N for new row, <Ctrl> + D to delete row, F2 to control...

Key Features in this Release: Sprd/Bfly Added support for forward custom OIS rates In Strategy Creator & Strategy Editor, added “Preview”...

Key Features in this Release: Sprd/Bfly [EUR, CAD]: Added support for CMTRY Added new regression weighting method for butterflies -...

Key Features in this Release: Sprd/Bfly Allow traders to choose the distance between left and right wings with body in the Butterfly...

Key Features in this Release: CCY Bond Added the ability to select multiple bonds & run Key Rate (Cashflow) Risk Allow traders to create...

Key Features in this Release: Sprd/Bfly Allow traders to edit existingstrategies with “Strategy Editor” tool Added regression historical...

Key Features in this Release: Sprd/Bfly Added the 1 Standard Deviation Mean Reversion Frequency, “1Std MRFreq”, column, which counts the...

Key Features in this Release: Forward Swap Matrix Added support for SFI futures [GBP] Added support for SFI future curve under the...

Key Features in this Release: [New] USD LIBOR Cessation – June 2023 Given LIBOR rates will cease to be published after June 30th, 2023,...

Key Features in this Release: [NEW] USD ED$ Roll Added new USD ED$ Roll sheet Custom Basis & Basis Monitors Added SOFR vs ESTR XCCY basis...

Key Features in this Release: Forward Swap Matrix Added Convexity Adjusted Expected Return (Cnvx Adj Exp Ret) column [BRL]Added the...

Key Features in this Release: Trade Blotter Added support for Mortgage trade type Forward Swap Matrix Added support for individual Euro$...

Key Features in this Release: [New] Global Rate Monitor Traders can have a global snapshot view of Treasuries, Inflation Bonds, Futures,...

Key Features in this Release: Sprd/Bfly Added support for future IVSP (YY/T/Z) and IVSPO (YY/Z) using “<Bond Future>_IVSP/IVSPO_(YY/T/Z)”...

Key Features in this Release: Fed Fund Simulator Added a “FOMC Rich-Cheap” Analysis for the FOMC meeting dates Trade Blotter For Bucket...

Key Features in this Release: Forward Swap Matrix Added support for straddle swaption spot premiums and forward premiums, also available...

Key Features in this Release: Sprd/Bfly Added the option to enable recalculating the “Modified Duration” upon restart Added “Refresh”...

Key Features in this Release: [New] Option Monitor Added SPX options for macro traders interested in equity/vol exposure. Traders can...

Key Features in this Release: Callable Grid Allow Traders to configure Standard and Extended tab Terms Added “Next Call Date”, “Call Prob...

Key Features in this Release: [New] USD Agency FRN Created a new sheet containing USD Agency Floating Rate Notes and “FFCB”, “FHLB”,...

Key Features in this Release: Emerging Markets Brazil On/Offshore: In this week’s release, we have added the BRL On/Offshore basis curve...

Key Features in this Release: Trade Blotter [Emerging Markets] Expanded the Bucket Risk to include the FX Spot and forwards for currency...

Key Features in this Release: [New] SWAP Monitor Added new SWAP Monitor to show different indices of all active countries G7 Bond Added...

Key Features in this Release: WI 30 and WI SP30 Refresher on how to create the WI for the upcoming 30 year on-the-run and its strip Trade...

Key Features in this Release: CCY Bond Enhanced “Graph” dropdown with Carry, Rolldown, and sum of Carry and Rolldown for theASW YY, OIS,...

Key Features in this Release: Alert Monitor Added a tab to show all enabled alerts across all initialized sheets and tabs, with the...

Key Features in this Release: TIPS [GBP] For Inflation traders interested in analyzing linkers against the SONIA curve, RiskVal added...

Key Features in this Release: Bond Roll Added “XCCY Fixed Yld” columns to convert bond cashflow into another CCY cashflow and imply the...

Key Features in this Release: User Experience Allow traders to load the previous business day’s closing levels in lieu of the real time...

Key Features in this Release: Bond/TIPS/TBILL/ Agency Added “MM Position” column to allow traders to enter their positions on the bonds,...

Key Features in this Release: Sprd/Bfly Added “+/- stdev” checkbox so traders can specify number of standard deviations they would like...

Key Features in this Release: Sprd/Bfly Added the JPY/CAD generic 10 year TIPS, in addition, made the G7 Generic TIPS available in all...

Key Features in this Release: Supra Sovereign Agency [AUD] Allow traders to set the AUD Semi as comparable treasuries Added the...

Key Features in this Release: Forward Swap Matrix Added the ability to create the CIX string of forward swaps, also available in the...

Key Features in this Release: Forward Swap Matrix Added pre-built cross-market and supported G7 security type examples so traders can...

Key Features in this Release: Bond Roll Added “CMT Par Yield” which includes the coupon effect to compare with the CMT Model yield to see...

Key Features in this Release: [New] ILS Bond and Sprd/Bfly Introducing the Israeli Bond sheet, Sprd/Bfly, and CMT curve Bond Roll Allow...

Key Features in this Release: [New] CMT Monitor Added a CMT monitor to show all the CMT curves of all active countries Trade Blotter In...

Key Features in this Release: Sprd/Bfly Added SOFR swaps and ESTR Swaps Added Basis Swaps and Cross Currency Basis (Spot/Forward/IMM)...

Key Features in this Release: Bond Roll [EUR/GBP] Renamed "OISprd YY/Z" to "EONIA/SONIA Sprd YY/Z", which applies to the level, change on...

Happy Holidays & Happy New Year from the RiskVal Team! We thank you for your continued support. May the new year bring happiness and most...

Key Features in this Release: Bond Roll Enhanced the Curve Analysis to show the “ESTR/SOFR ASW Z”, “FESTR/FSOFR ASW Z”, “ESTR/SOFR YY”,...