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Bond Roll Enhancements | Weekly Release 6/26/20

Enhancement #1

[AUD] Enhanced BM CT column to support Futures as the spread benchmark

In the AUD Bond sheet, traders can now set the AUD futures as the benchmark spread. This way traders can monitor the future to a set off-the-runs, such as the delivery basket and analyze how each bond compares with the future.

<Double Click> the BM-CT column to see the historical data.


Enhancement #2

[GBP] Added the ability to enter an alias name directly into the BM CT column and added BM CT alias column to indicate the benchmark bond

In the GBP Sprd Bfly, the trader can simply enter the Alias of a bond in the “BM CT” column to set the spread in the “CT Sprd” column.

Note: The BM CT column will show the On-The-Run or the bond’s short code. To see the Alias of the BM CT, add the “BM CT Alias” column.


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