Key Features: 

  • It is a Bloomberg App which can be downloaded from the Bloomberg App Portal
  • It provides a comprehensive USD Treasury relative value summary screen with Top 5 rich/cheap bonds based on:
    • 2+ RVS, True ASW, TED Spread, and OIS Spread
    • Yield Roll-down, ASW Roll-down
  • Instant historical data for each Top 5 rich/cheap bond
  • Bloomberg FIT RFQ ready
  • Free 30 days trial


USD Treasury RV

USD Treasury RV is a Bloomberg App. It is designed for traders who need to have a manageable summary in a small footprint on their screen, allowing full control of the entire USD Treasury market. The app can be downloaded from Bloomberg terminal in a couple of minutes without any tedious IT software deployment and installation.

USD Treasury RV app provides a real-time consolidated view to enable traders to view the top 5 rich/cheap bond trades of the day based on 2+ RVS, True ASW, TED Spread, OIS Spread, Yield Roll, and ASW Roll. The app provides information on each of these relative value measures and displays the top 5 richest or cheapest trades by maturity buckets (0-2Y, 2-3Y, etc.). Traders can click on any of the bonds to chart 90 days of historical data to view the performance of the selected trade.

The App is more than just a real-time analytics tool – it is also fully integrated with Bloomberg FIT, such that traders can easily submit RFQ to dealers with a single click.




Click here for USD Treasury RV User Manual