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CCY TIPS Enhancements| Weekly Release 1/12/2024

#1 : Added “Modified Duration” column


Traders can now see the modified duration of the TIPS securities in the “M Dur” column. The column can be added in the “Table” – “Manage Columns” menu.



Modified Duration: dv01 / (cleanPx + accrue) * 100.0


#2 : Added “Show Table” option for lower graph


In this week’s release, traders can look at the table of data points plotted in the lower graph by clicking “Preferences” – “Graph” – “Show Table” menu.


#3 : Added “5BD dBEI” & “5BD dRyld” columns

 

In this week’s release, RiskVal added the BEI and Real Yield change on the day from 5 business day (“5BD dBEI/dRYld”) in the CCY TIPS window. The columns can be added in the “Table” – “Manage Columns” menu.


#4 : [GBP – Curve Analysis] Added “TRSY SONIA Z” & “Multiple Y Axis”


In this week’s release, traders can now see the “Trsy SONIA Z” graphs on the “Curve Analysis” pop-up window in the “GBP TIPS” window. Also, traders can enable the “Multiple Y Axis” in the “Curve Analysis” pop-up window under the “Config” menu.



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