August 2025

Enhancements

Customer Specific Improvements

• Introduced various prearranged enhancements to a number of specific customers' adapters, converters, reports, and metrics.

Bug Fixes

Fix for Visibility of Disabled Metrics

• Resolved an issue where disabled metrics were not consistently greyed out on the threshold page, particularly in cases where a metric was previously active. This could lead to confusion when monitoring configurations. The logic now better reflects whether a metric is currently enabled and whether it has outstanding breaches. (M888)

Fix for FX Quote Sensitivity and Dynamics

• Resolved an issue with FX quote sensitivities and dynamics where forward and swap quotes were not using the correct price type based on the quote convention. (M1130)

Enhancements

Resolved Issue with Missing Currency Adjustments

• Resolved an issue where certain currency adjustments were not being applied during batch analysis due to recent changes in the possible matches logic. These adjustments have now been reinstated to ensure consistent handling of currency data. (M908)

Bug Fixes

Fix for Duplicate Market Risk Factors in Multi-Curve Setup

• Resolved an issue where duplicate bond market risk factors were generated in multi-curve setups following a ticker change. (M914)

Enhancements

Customer Specific Adapter Changes

• Added pre-arranged enhancements to a number of specific customers' adapters.

Bug Fixes

UI Fix for Commodity Curve

• Resolved an issue where the system was failing to load the commodity market data for graphs in the UI. This was caused by recent refactoring of the market data mappings. (M961)

Enhancements

Support for Filtering out Risk Types

• Introduced a configuration option that allows users to exclude risk types for specific asset classes during batch analysis. For example, you can choose to ignore rates risk for commodities, but this feature isn’t enabled by default. To use it, please contact TradingHub.

Enhancements

No Event Diagnostic

• Introduced a new diagnostic code, called No Events, which is assigned to trades that are not sensitive to an instrument with an event occurring during the relevant time period. This diagnostic code relates to the new iteration of the Insider Trading metric, V4, and an analogous diagnostic code already exists for previous versions of the metric. (M578)

BTL Sampling and Realerting Setup Improvements

• The Below the Line Sampling and Realerting features are now configurable via triggers instead of thresholds. Additionally, Below the Line Sampling now optionally admits a notification group that can be specified which is to exclusively receive below the line sampling alerts. This notification group can be different from that which relates to the original trigger. (M582)

Bug Fixes

Multi-Counterparty View Triggers

• Resolved an issue with the trigger logic for the Multi-Counterparty view alerts, where the established triggers would not target the correct region and business unit combinations. (M543)

UI Slider Fix

• Resolved a display issue in some MAST graphs where the interactive slider caused trades on the graph to be incorrectly populated. (M767)

UI Jitter Fix

• Resolved a MAST inbox issue, where in some cases a panel graphic would jitter when zoomed in. (M801)

Tables Visibility

• Resolved an issue where the Actions button + in the header row of some tables did not display accurately on the website. (M509)

Enhancements

Credit Model Improvements

• The credit GMM model estimates how dependant the price of a given credit issuer is on the global credit curve, a synthetic instrument constructed by TradingHub representing global credit sentiments. This automatic market data change is a refresh of the constituent names used for construction of the global credit curve. (M506)

Improved Coverage for Bonds

• Introduced new identification functionality for bond data without an ISIN but with local identifier submitted by customers instead. This ensures more bond data is captured and ingested properly, improving coverage. (M405)

Bug Fixes

Commodity Futures Duplicates

• Resolved an issue where some commodity futures entries would be duplicated because of incorrect handling of the ticker data. (M665)

Bond Pricing Dates

• Resolved an issue that would occur for some edge cases where the pricing date for a bond instrument was timestamped near the end of a pricing day. In such cases, during the data ingestion process the pricing date would sometimes be altered to occur on the next day. This issue has been resolved, and time zone considerations previously ignored are now also taken into account. (M499)