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CCY Bond Roll Enhancement | Weekly Release 06/23/2023

The USD Bond only loads the coupon treasury bonds, in this release, the ability to load the Tbills has been added. After loading the TBills, traders can graph them alongside the coupon treasuries and create spreads & butterfly graphs.

To load the TBills, click on “Preferences” – “Load TBill”.

Once the TBill is loaded, you can click on “Graph” – “Yld”.

Note: This graph has been filtered to show only one year’s worth of bonds and tbills.

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