General
- The system deletes the expired expirations (that are already expired for > 3 days) over the weekend.
Sheets
- Bug with cross alert display fixed for the case when the sheets are not showing BBO's.
- Pre-Save Theo Differences can now be shown in sheets (PreSaveCallTheoDiff and PreSavePutTheoDiff) on machines that have an AW/Curvemanager instance running.
Trade Ticker
- Trade Ticker now has filters for Minimum Trade Size and Minimum Volume.
MMTN
- MMTN trades in the TradeLog now have theos, contra party and comment (indicating that its an MMTN).
RFQs
- Viewing and responding to RFQs (both outrights and spreads) at CME are now supported. An RFQ form can be brought up by going to RFQ (second to last icon) and selecting the symbols. Double clicking on an RFQ sets up the ticket to respond to the RFQ with a limit order.
Analytics
- Analytics Workspace no longer requires local admin rights
- New Curve Snap Type: FlexShapeAsSpread displays Shape Vegas in terms of number of RiskReversals, or Strangles, etc in the Risk Report.
- Added the facility to see pre-save theos in sheets using local machine publish
- Added Strd Shift, RR Shift both expiration by expiration and symbol wide to allow dollar-term adjustment of straddles and risk reversals without using spinners or shifting vols.
New Simple Rate Mode:
- Set the Global Roll Spread to -1000% to create a flat 0% rate curve. Delete all dividends to make the Roll Offset input equivalent to directly setting an immovable roll value in the system.
- Furthermore, set the Global Carry Spread to -1000% to zero out the eurodollar / box curve. In this mode setting all carry spreads to a constant value will create a constant, non-moving rate curve.
New Std Vol Mode:
- Set the Std Vol column to 0% to link stdvol to the resultant ATM vol. (Std vol is the vol by which the standard strikes / standard deviations are calculated)
Change in Live Market Data in Graphs:
- Live Market Data in Graphs is now controlled in the Market Driver Form (Green Flag) in AW. These switches are now persisted in the database.
- Existing Customers will have to set these new checkboxes to get live markets in the CurveManager
Orders
- Fixed a bug where on some scenarions the first click trade order of the day could be slower than subsquent ones.
Spreads
- BTS Now supports creating multi-leg covereds. Additionally the trade ticket has been simplified to make spread creation/rfq more intuitive and simpler.
Reconcile Report
- Users may specify a settlement price, or export the reconcile report to excel by right clicking on the report
- The source and file selection dialogue will recall what source(s) and extra args (if any) were entered when the last report was launched, and automatically populate itself with these values.