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CCY TIPS Enhancements | Weekly Release 07/07/2023

Enhancement #1: [USD] Added “SOFR” column

Enhancement #2: [USD] Added “SSprd/OISprd P” columns

“SOFR” column and “SSprd/OISprd P” columns are now available in TIPS sheets.

Note: Traders can add and arrange columns from “Table” – “Manage Columns”.

Enhancement #3: [RV Analysis] Added support for “SSprd Z/P” & “OISprd Z/P” to “Measure” dropdown

Traders can now set “SSprd Z/P” for USD TIPS, and “OISprd Z/P” for all currencies as the “Measure” from the dropdown menu. After clicking “Generate Strategies”, the chosen measure will be set as the analytical measure to generate the strategies.


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