CCY Bond Roll Enhancements | Weekly Release 1/31/20

Enhancement #1


Enhanced historical graphs with option to flip between flattener and steepener

Creating spread graphs directly from the Bond Roll automatically defaults to a flattener.

In the graph, we added a Flip checkbox to allow the trader to flip the spread direction and create a steepener, instead. Once you are looking at the steepener, you will be able to click on “To Sprd/Bfly” or “To Swap Box” and keep the strategy as a steepener.

Enhancement #2


Enhanced the watchlist (tab) functionality for quicker bond list creation. In this week’s release, users can manage bond lists based on filters (maturity, coupon, original issue, etc). For traders who have more specific bond lists, it is accessible from the Sprd/Bfly.


To streamline the creation of tabs, traders can leverage the assortment of filters available to create the tabs and section off each segment of the market. Traders can also leverage the standard tabs function to segragate each sector.

  • Orig: Select the original issue of the bonds to be shown

  • Mty Sctr: Enter the maturity range of the bonds

o ie: YYYY-YYYY or MM/YYYY-MM/YYYY

  • Iss($B): Issue size

  • Cpn: coupon range

  • FH(%): Fed Hold

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