CCY Bond Roll Enhancement | Weekly Release 10/14/22

Enhancement: Added ability to plot XCCY ASW in lower graph


Traders can now plot “XCCY ASW” in the lower graph by using the “Graph” dropdown in the upper right corner of the sheet.

To show the graphs, traders first need to add the “XCCY ASW YY” column by clicking on “Table” – “Manage Columns.”


Once the “XCCY ASW YY” column is added to the Bond Roll Analysis Sheet, click “Calculation” – “Cal XCCY ASW…”; choose “ASW Sprd,” “CCY,” & “Index”; and click “Calculate” to populate the column.

The “XCCY ASW YY” column will automatically change its title after the calculation and be available for graphical representation on the “Graph” dropdown.