TIPS Enhancements | Weekly Release 2/25/22


Enhancement #1:



Added “SSprd/OISprd YY Diff” & “SSprd/OISprd Z Diff” set of columns


“SSprd YY/Z Diff” columns show difference between TIPS SOFR spread YY/Z and Treasury SOFR spread YY/Z.

“OISprd YY/Z Diff” columns show difference between TIPS OIS spread YY/Z and Treasury OIS spread YY/Z.

Note: Traders can add “SSprd/OISprd YY Diff” & “SSprd/OISprd Z Diff” sets of columns from “Table” – “Manage Columns”.



Enhancement #2:


[USD] Added SOFR Spread Proceeds Diff “SSprd P Diff” set of columns


Proceeds SOFR spread difference column shows difference between TIPS proceeds SOFR spread “SSprd P” and comp treasury proceeds SOFRspread “Trsy SSprd P”.

From “Table” – “Manage Columns” traders can add “SSprd P Diff” set of columns to their view.