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CCY TBill Enhancement | Weekly Release 06/02/2023

Traders can now include the government treasury bonds in the “Curve Analysis” pop-up window. To add the treasury bonds, click “Config”. In the dropdown list, check the “Load CCY GOVT” option. Then, select the treasuries needed in the “GOVT Orig Year/ EUR Trsy Countries” and hit the “Plot button.


In the Example below, we have lined up the maturities of the Coupon Treasuries with the TBills for a comparison of the yield.

In this example, we have the German Tbills alongside the German BKO coupon bonds.

Note: Traders must load the “CCY Bond Roll Analysis” window before plotting the government treasury bonds in the “Curve Analysis” pop-up window to initialize the securities.

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