Bond Roll Enhancement | Weekly Release 11/6/20

Enhanced the Optimizer to include the top 5 richest/cheapest bonds on CMT RVS from the 3-month Z-Score perspective

From the “Analysis” dropdown in the Bond Roll sheet, traders can access “Optimizer” and summarize the top 5 richest/cheapest bonds on CMT RVS in each maturity sector.

We also renamed “Richest RVS” and “Cheapest RVS” rows to “Richest 2+ RVS” and “Cheapest 2+ RVS”.

Historical time series are available for all cheapest/richest bonds, by <double clicking> on any cell that has a light blue triangle in the top left corner.

Note: Traders can <double click> on the row header of “Richest” and “Cheapest” to expand the screen and see the top 5 rich/cheap bonds

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