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Bond Roll Enhancements | Weekly Release 10/22/21

Enhancement #1: [USD]

Added support for Implied Lock Yield column

Added support for Implied Lock Yield as the “Impl Lock Yld” column, driven off the “Implied Lock Px” column. Traders can overwrite “CT Sprd” of the off the run bond to calculate the “Impl Lock Yld”, using the “Lock Price” of the on the run plus the entered “CT Sprd”.

Traders can add “Impl Lock Yld” column from “Table- Manage Columns” menu.


Added “Cnvx” as an option under “Graph” dropdown

To add “Cnvx” column traders can click on “Table – “Mange Columns” and add it to their view.

From the “Graph” dropdown, traders can select “Cnvx” to populate the lower panel graph to visually see convexity for the bond universe.


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