Added Exp Ret/Stdev column, also available in the Forward Swap Matrix
From “Table” – “Manage Columns” traders can add expected return over standard deviation to their user views. “Exp Ret/ Stdev” column is also available in the Forward Swap Matrix sheet.
Note: (1) If looking at “MR Ret/Stdev”, traders can rename already existing column – “Sprd ZS”. Just <right click> on the column and rename it. (2) These columns are available for the SSprd YY for USD, Esprd YY for EUR and OISprd YY for all currencies that have an OIS curve.
[JPY] Series name will be shown under “Alias Name” column
Under the default view, traders can find “Alias Name” column, showing the series for each leg.
Alias name is also available in the JPY Bond sheet.
Added historical data for “Simple Yld” column, also available in JPY Bond
Traders can double click on the “Simp Yld” column and access historical data series. Historical data also available in the JPY Bond sheet under the “Simp Yld” column.
[Seasonality] Added EGB 15-year auctions for Germany & France as well as 20-year auction for GBP
Traders who leverage the Seasonality to view trends in the historical data have more options. In this release, we have added the 15 year auctions for both Germany and France. In addition, the 20 year GBP auctions were added.
To leverage these data points,
Bring up the historical graph by double clicking the “Sprd” column.
Load the historical data on which to perform the analysis.
Click on “seasonality”
Select the “EGB/GBP Auctions” and “15Y/20Y” in the Eco Event
Finally, click on “Apply”
The loaded historical data will be partitioned according to the Eco Event selected.
Added the ability to send CMT SSprd/ESprd data series to the Historical Viewer
To streamline plotting CMT SOFR/ESTR spread data in the Hist Viewer, traders can send this data directly from the Sprd/bfly. Simply select the cells under the “SSprd/Esprd YY” columns, <right click> and select “to Historical Viewer”
Note: When data series are sent to the Hist Viewer, click on “Plot”