Bond Roll Enhancements | Weekly Release 1/22/21

Enhancement #1


[EUR] Added the ability to allow the user to choose which metric to use under the “Comp Sprd Diff Type”


Traders can choose which metric to use under the “Comp Sprd Diff Type” by clicking on “Preferences” - "Comp Sprd Diff Type". From the “Comp Sprd Diff Type" flag, they can select "ASW YY", "ASW Z", "ASW T", "EONIA Sprd YY" or "EONIA Sprd Z" metrics.

When traders change “Comp Sprd Diff Type”, Trsy X" and "X Diff" columns will adjust accordingly.

Enhancement #2


Allow traders to select multiple sectors simultaneously, which is available across tabs and RV Analysis


Enhanced CCY Bond Roll sheets to allow users to select multiple sectors. Additionally, added “Ft CTD”, and “Ft + Bk CTD” options.


Click on the “Sctr” box and select the sectors to be displayed on the sheet. Once traders make their selection, they should hit “Apply”.