Bond Roll Enhancements | Weekly Release 10/29/21


Enhancement #1


[USD] Added Cross Country RV Analysis


Traders looking to explore cross-country spreads between USD bonds, EUR countries, and UK can do so leveraging the Cross-Country RV Analysis. Traders can choose the countries in the country selector. Similarly, to the RV Analysis, choose the filters for the bonds, how to present the strategies, then click on “Generate Strategies” to run the analysis. The top strategies will be generated.

Enhancement#2


Added ability to choose default popup graph settings


For traders’ convenience, RVFI has added more graph preferences settings. By checking settings like “Show mean”, “Show Stdev” (standard deviation), traders can change and store the default popup graph settings.