September 2025

Enhancements

Additional Information in FX Forward CID

• Altered CID for FX Forwards to additionally include Transaction Date information. This is recommended to be enabled for customers using the Off-Market Trading Metric. (M1338)

Bug Fixes

Fix for Future Roll trade direction logic

• Resolved an issue with Future Roll trade direction logic where tickers in the format Ticker1Month1Year1-Ticker2Month2Year2 (e.g., SR1Z5-ZQZ5) were incorrectly interpreted as sell Future1 and buy Future2, contrary to market convention. (M1589)

Enhancements

Multicurve Compatibility for V1 Metrics

• Wash Trading V1, Front Running V1, and Ramping V1 have all been adapted to be compatible with Multi Curve Interest Rates. (M1213, M1659)

Customer Specific Improvements

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

Bug Fixes

Fix for Multi-Counterparty Wash Trading Date Validation

• Resolved an issue with Multi-Counterparty Wash Trading logic to ensure FromDate is always earlier than or equal to ToDate, improving consistency in timestamp handling. (M1519)

Fix for Date Selection in Batch Statistics Dashboard

• Resolved an issue with the date picker in the batch statistics dashboard to allow direct selection of past date ranges without needing to step through months manually. (M1476)

Fix for Custom Metric Evaluation

• Resolved an issue where a mismatch between expected data types caused failures when loading or evaluating custom metrics during batch processing. (M1415)

Fix for Threshold Handling

• Resolved an issue where outdated thresholds were incorrectly applied, leading to additional alerts being potentially generated. (M1293)

Fix for ITv3 Explanation

• Resolved an issue where the time period of intraday events was not shown in the metric explanation text. (M1772)

Fix for Duration-Based Resolution Rules

• Resolved an issue where alerts could be incorrectly closed when defining resolution rules based on instance duration. (M1783)

Enhancements

Support for Canola Futures Contracts

• Added mapping for canola futures contracts, enhancing coverage of agricultural commodity instruments. (M1531)

Support for Soybean Futures Contracts

• Added mapping for soybean futures contracts, enhancing coverage of agricultural commodity instruments. (M1429)

Support for Equities with no ISIN

• Coverage now includes equities trading with local identifiers and no ISIN. (M1017)

FX Forward Feed

• Introduced a new feed to support FX Forward outright pricing for metrics consumption. (M1400)

Bug Fixes

Fix for Inflation Linked Bond Pricing

• Resolved an issue with inflation linked bonds with inconsistent static data. Bonds incorrectly marked as floating but showing a coupon are now treated as fixed coupon instruments, which improves pricing accuracy. (M1554)

Fix for FX Options Rejections

• Resolved an issue where some FX Options involving USD were incorrectly rejected. (M1339)

Fix for FX Forward Matching Logic

• Resolved an issue where certain FX forwards didn’t match expected formats and were incorrectly included in risk calculations. (M1478)

Fix for Commodity Risk Sensitivities

• Resolved an issue with commodity market risk sensitivities to ensure correct behaviour is restored for affected instruments. (M1292)

Fix for Equity Risk Sensitivity Exclusions

• Resolved an issue with equities being excluded from risk calculations in certain cases involving ISIN switches. Market risk sensitivities are now correctly retained. (M1483)

Corrected Contract Size for CGZ Bond Future

• Resolved an issue with the CGZ Canadian bond future contract size, which had previously been set to double its actual value. (M1456)

Fix for Incorrect Date Handling in RFQs

• Resolved an issue where the SensitivityDate field in RFQ market risk sensitivities was incorrectly truncated to a date instead of retaining the full datetime format. (M1326)

Enhancements

BTC Trades Additional Fields

• Added AuctionStart and AuctionEnd dates in the trades table of the Banging the Close metric. (M1537)

Customer Specific Improvements

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

Bug Fixes

Duplicate Diagnostics Fix

• Resolved an issue in the batch statistics dashboard where the counts of DiagnosticOrigin in stage MASTBatch did not align with the previous stage for the full period. (M1661, M1696)

Missing News Details Fix

• Resolved an issue with details not appearing when clicking on a news item in Insider Trading Metrics. (M1597)

Bug Fixes

Equity Options Coverage Drop Fix

• Resolved an issue that caused a drop in coverage for equity options when the settlement date was before the maturity date. (M1198)

Enhancements

Inbox Configuration Enhancements

• Introduced new configurable parameters, called Allow uploading of Inbox Attachments and Inbox Content Modification Policy, which allow users to add attachments or screenshots to inbox comments and decide whether they can edit or delete them, respectively. The parameters are found under General > Inbox. (M953)

Bug Fixes

Alert Resolution Rules

• Resolved an issue where alerts upon resolution could still be altered via state transitions settings. Resolved alerts are now excluded from state transitions settings.

Batch Resilience

• Resolved an issue, which stemmed from Insider Trading V3 metric calculation, that at times caused website latency and batch disruptions. (M1041). Also, resolved issues that would emerge for batches that ran for longer than usual time periods. (M955)

Input File Information Analysis Window

• Resolved an issue with the input file information in the batch statistics dashboard having the analysis window incorrectly set during some batches. (M936)

Enhancements

Improved Coverage for Equity Futures

• Introduced additional checks for underlying equity prices that potentially help generate risk for equity futures that were previously unrecognized. (M1050)

Bug Fixes

Risk for Commodity European Options Risk for Commodity European Options

• Resolved an issue where the economics values for commodity European options such as strike price or premium were not correctly rescaled when ingested and mapped to market risks. (M1232)

Quoted FX Pricing Fix

• Resolved an issue for FX quote instruments where the volatility was not accurately estimated because client instrument currency was not correctly taken into account. (M1029)

FX Forwards Format Improvements

• Resolved an Off-Market Trading metric issue with some edge cases where FX forwards objects were mapped incorrectly and did not conform to the established convention. (M1479)