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Bond Roll Enhancements | Weekly Release 11/27/20

Enhancement #1


Enhanced Exporting/Importing, so traders can share tabs with the filters applied


For traders who work together and like to share their views and filtered bonds, can share that easier in this release. Please see the instructions below.


USD STIR traders can see the SOFR ASW Z and the SOFR forward ASW Z. To populate the FSOFR ASW Z, enter either a future at the top of the USD Bond or enter a forward date.


Sender:

  1. Click on "Tools” -"Export Tab"

  2. Choose "Selected Tabs" and select your tabs, click on "upload"

  3. Copy the link and share it with your colleague


Receiver:

  1. Click on "Tools" - "Import Tab"

  2. Paste in the URL

  3. Click on "Import"

  4. Select the tab

  5. Click "Import"

 

Enhancement #2


[USD] Added Forward SOFR ASW Z (FSOFR ASW Z) column


USD STIR traders can see the SOFR ASW Z and the SOFR forward ASW Z. To populate the FSOFR ASW Z, enter either a future at the top of the USD Bond or enter a forward date.

 

Enhancement #3


[EUR] Added Forward ESTR YY (FESTR YY), and Forward ESTR ASW Z (FESTR ASW Z) columns

Traders can enter a future to forward the bonds to the future’s delivery date. Then compare the forward ESTR spreads alongside forward OIS spreads and forward ASW spreads and future Invoice Spreads.


In the screenshot above, the forward ESTR ASW Z and the forward ESTR YY are highlighted among the forward OIS spreads/ forward ASW/ future invoice spreads.

 

Enhancement #4


Enhanced RV Analysis and Gap Analysis to honor “Map to Generic” flag along with plotting the auction dates

Turning on the "Map to Generic" flag will apply to the historical graphs opened in the RV Analysis.


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