Risk Based Haircuts 11.0 handles user defined baskets (not recognized by the OCC), computes maximum amount of multi commodity ETF to be hedged against the multiple spot and futures products, cleaner Report/View look, factors in MMAF value when hedging commodity ETFs, has an expanded conversion factor field, permits users to feed Weaver a larger number of baskets and component stocks. Multipliers assigned to enhanced return, leveraged ETFs may now be imported from a file available on the OCC web site.

Basket Weaver™10.0 and Wrapper™10.0 include both speed improvements and the ability to identify and properly handle ultra, inverse and inverse ultra ETFs.

Risk Based Margins™5.0 allows users to create non OCC baskets in order to handle ETFs that do not contain listed options as well for foreign baskets.  Users may now create and add stock PL records to the PL file to allow foreign stocks to hedge their US counterparts, or to hedge other foreign stock or options in the same class or product.  For those users looking for an alternative way to import the MMAF for leveraged ETF products, the OCC is providing a file that may be imported into the system.  Both the weaver and the convertible file capacities have been increased.  Interactive users will now be greeted with a friendlier report interface.  The Detail Extract Report may now be exported automatically to CSV.