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CCY Bond Roll Enhancement | Weekly Release 1/7/22

Enhancement #1

Added ability to enter custom historical date for Hist & Diff dropdowns

Traders can now customize historical date and modify time difference by entering a historical date. The preference is under “Preferences” – “Graph” – “Custom Date (MM/DD/YYYY)”.

For example, traders can enter 07/15/2020 as the custom date. “HIST” and “Diff” dropdowns will update to the custom date. This update in the dropdowns is reflected in the graphs on the bottom of the bond roll tab.

Note: There are two additional columns, to show the “Hist Yld” and “Hist dYld”

Enhancement #2

Added z-score metrics to Data Types

The Curve Analysis has been enhanced to include the Z-score of all the metrics available. This way traders can visualize the z-scores across the board as needed.

Note: SSA bonds can be included in this graph as well.


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