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Bond Enhancements | Weekly Release 08/04/2023

Enhancement #1: Added EFP SSprd Z/OISprd Z columns

EFP SSprd Z” & “EFP OISprd Z” have been added to the EFP set of columns. These will be calculated based on the “EFP Lock Px” instead of BBG price. They will then be used to calculate the “EFP Box Z” column.

EFP Box Z” column will then show the difference between the SSprd/OISprd Z of the bond in the row & the SSprd/OISprd Z of the benchmarked alias bond. To select the curve used for this, navigate to “Preferences” – “EFP” – “Curve Settings”.

Enhancement #2: Added RSI & overbought/oversold columns

RSI 14 Yld” & corresponding “Yld Overbt<->Sd” columns have been added to the bond sheets. They can be added to the view from “Table” – “Manage Columns”.


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