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CCY Bond Enhancements | Weekly Release 07/28/2023

Enhancement # 1: [Curve Analysis] Added ability to plot SP SSprd Z/ESprd Z


To enable SP bonds in the Bond sheet, traders can click on “Preferences-Load- Auto Load S/SP Bonds”. After checking this flag, in Curve Analysis, select form the “Orig Year” box and select “SP SSprd Z” then hit “Plot”.

Enhancement #2: [RV Analysis] Added support for “OTR” to sector dropdown


From “Sector” popup, traders can filter OTR bonds as a part of their analysis. Just check it and hit “Apply”.

To generate top performing strategies, traders can hit “Generate Strategies”.

Note: Traders can send strategies for further analysis to Sprd/bfly, Trade Blotter & Swap Box. Just <right click> on strategy

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