Key Features in this Release: CCY Bond Added ability to include/exclude specific future rows [EUR] Reassigned bonds’ “Orig”. This will be...

Key Features in this Release: Market View – Basis Swap [KRW] Added support for “KRW3S vs SOFR” [HKD] Added support for “HKD3s vs SOFR”...

Key Features in this Release: Future CTD Updated delivery basket for TWE future Forward Swap Matrix When sending vol trades to Trade...

Key Features in this Release: Future CTD Added option to choose which bonds and WIs to include in the future’s delivery basket Swap Box...

Key Features in this Release: Future NB Forecast Added option to choose specific UWIs in the delivery basket Trade Blotter Added support...

Key Features in this Release: Trade Blotter Created new “Realized P&L” trade type to pick up the future’s PnL Added support for “1D R”...

Key Features in this Release: Forward Swap Matrix Added support for cap/floor vol Added ability to configure short term forwards & tails...

Key Features in this Release: Trade Blotter Enabled all calculations in the Blotter Manager tab Global Rates Monitor Added ability to add...

Key Features in this Release: [New] GBP SFI Monitor Added GBP SFI Monitor CB Rate Monitor Added KRW Forward Swap Matrix Added ability to...

Key Features in this Release: Swap Box Added option to set the default as SOFR futures for the strip hedge Sprd/Bfly In the butterfly...

Key Features in this Release: 20-year Bond Future [FUT CTD] Updated symbol to TWE [Calendar ASW] Added TWE roll tab Added to USD Bond...

Key Features in this Release: CCY Sprd/Bfly Added “TCV” (Total Cash Value) column Added option to copy CIX for ASW Y & ASW Z CCY TIPS...

Key Features in this Release: Sprd/Bfly [Seasonality] Added ability to configure monthly date range [EUR] Added “IRR” & “IRR ESTR”...

Key Features in this Release: CCY Bond Added outstanding size, issue size, float size, fed holding size, & free float set of columns in...

Key Features in this Release: Sprd/Bfly Added Exp Ret/Stdev column, also available in the Forward Swap Matrix [JPY] Series name will be...

Added support for ESTR vs 3s & ESTR vs 6s, also available in Forward Swap Matrix ESTR vs 3s & ESTR vs 6s have been added to the Custom...

Enhancement #1: Added the “Simple Yield” column and moved the “Compounding yield” into the “Yld” column The “Yld” column will reflect the...

For Bond data type, added ability to right click to set benchmark Future For Bond data type, traders can now select/highlight bonds,...

Key Features in this Release: Fed Fund Simulation Added the SER Future tab Added ED$ frequency option Sprd/Bfly Added “Sprd Min”, “Sprd...

Key Features in this Release: Market View- IRVOL Enhanced the IRVOL to pull in the SOFR Vol Under the “StrikeSOFR” added historical data...

Key Features in this Release: 20-year Bond Future Updated NTT code to the CME 20Y bond future specifications Added the option to...

Key Features in this Release: CCY Bond Added ability to enter custom historical date for Hist & Diff dropdowns Added z-score metrics to...

Key Features in this Release: Trade Blotter Added a function to allow users to select all the strategies in the same currency or same...

Key Features in this Release: Market View [Future - CAD] Added 30Y future “LGB” across the system [Curves – USD – Libor] Added support...

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...