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CAD Prov + Covered Enhancement | Weekly Release 12/16/22

Traders can now compare Canadian mortgage bonds (CANHOU) with Canadian provincial bonds on “Curve Analysis”.

Traders can click “Analysis” in the tab menu and select “Curve Analysis.” Once the pop-up window is open, traders can click “Config” – “Load CANHOU GOVT” to bring up the “CANHOU Orig Year” table. Once the table is initialized, traders can choose the type of the security to compare. Click “Plot” to create the curve analysis.

Also, the “3M C” & “3M R” were added to the “Data Type” on the right of the pop-up window.

Note: Traders need to open the “CANHOU Bond” sheet before bringing up the “Curve Analysis” pop-up window to initialize the Canhou. The sheet can be found under “Window” – “Open Sheet/Window” – “Bond – Nominal Treasury”.


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