AUD Semi [New Sheet] | Weekly Release 2/28/20

Introduced a new sheet for AUD traders to analyze the AUD semi-government bond market


Traders have the columns and utilities available to them in the new AUD Semi sheet as in the CAD Prov sheet (in addition to the Australia specific columns from using both the 3-month and 6-month indexes). Traders can organize the sheet by selecting which tickers to include or exclude (in the blue box) as well as with the filter boxes (in the red box).


Next, set the preferred comp treasury for each ticker by clicking the local “Tools” drop-down and selecting “Set Comp Trsy Ticker”. In the pop-up window traders can set any other AUD semi ticker as the comp treasury as well as AUD government bonds. Click “Apply” for these changes to take effect.

Traders can also utilize the curve analysis window by clicking “Analysis” – “Curve Analysis”. This functions as other curve analysis windows do with all semi-government tickers available and the yield, ASW (YY, Z, T), OIS spread (YY, Z), and comp treasury spread being available measures.


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