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CCY Bond Enhancements | Weekly Release 06/09/2023

Enhancement #1: [USD] Added “SSprd YY Carry” column


Traders can now see the “SSprd YY Carry” column from “Table” – “Manage Columns”. To populate the column, traders must enter the forward date in the “Fwd Dt” box. The “SSprd YY Carry” will be calculated based on the spread between the “FSprd YY” and the “SSprd YY”.

Enhancement #2: [EUR] Added “ESprd YY” heatmap & z-score columns


Traders can now add “ESprd YY Rich<->Chp” & “ESprd YY ZS” columns from “Table” – “Manage Columns”.


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