CCY Bond Enhancement | Weekly Release 11/18/22

Enhancement #1: Reorganized “Graph” dropdown


The CCY Bond graph dropdown menu has been reorganized to help traders easily navigate different categories. By hovering over the upper categories, traders can see the sub-categories to choose from.


Additionally, traders can close the graph from the CCY bond window by clicking the "None" button.

Note: "XCCY ASW" button won't appear in the graph dropdown menu until traders generate the column by clicking on "Calculation" - "Calc XCCY ASW"


Enhancement #2: Added the CMT RVS ZS with customizable time period


Added two new columns in currency bond sheets for traders to see one-week, two-week, one-month, and two-month z-scores for CMT RVS measure. The columns are labeled “CMT RVS ZS 1W” & “CMT RVS ZS 2W” & can be added to the sheet by clicking “Table” – “Manage Columns”.


Traders are also able to customize these columns to show the z-score over different terms. To do so, <right-click> in one of these columns & select “Set CMT RVS ZS Term”. Traders can set the term to be 1 week, 2 weeks, 1 month, 2 months, or 3 months.