CCY SSA + Covered Enhancements | Weekly Release 9/18/20

Enhancement #1


Added historical data for 3M C, 3M R, and 3M C+R

Traders have the ability to look at 3M Carry, 3M Roll, and 3M Carry +Roll historical data on the CCY SSA sheets.

Double click any of the Carry and Roll cells (have a light blue triangle on the top left) to view the historical data graph. In the pop-up window check the “Table” box to view the historical data series.

Enhancement #2


[USD/GBP SSA] Added columns to indicate which bonds are considered “Green Bond”, “Social Bond”, “Sustainable Bond”, if applicable

New columns were added to provide additional information for the trader to know what category each bond falls in. The columns can be sorted to add another layer of organization. The same enhancement already exists in EUR SSA sheet.




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