CCY Bond Enhancements | Weekly Release 9/10/21


Enhancement #1


Added the ability to select multiple bonds & run Key Rate (Cashflow) Risk


Traders can select multiple bonds by clicking on the desired bonds while holding <ctrl>, or by clicking once and dragging over all desired bonds.

Once bonds are selected, traders can <right click> and select "Risk/Hedge" and click on "Key Rate (Cashflow) Risk" to run risk calculation.


Enhancement #2


Allow traders to create “Sprd Graph” between bond and future & then send it to Sprd/Bfly and Swap Box sheets


Once traders have selected a bond and a future, traders can <right click> and click on “Sprd Graph”. Traders can view the historical spread between the bond and the future.

By clicking on the button at the right bottom corner on the spread graph, traders can send the strategy to Swap Box or Sprd/Bfly sheets.