EUR Bond Enhancement | Weekly Release 7/17/20

Updated the “Color Management” to include “Coupon High/Low” customization to apply color by coupon range

The use of colors to organize sheets and identify bonds quickly is a key component of the Bond Roll analysis workflow in RVFI. This enhancement expands the color organizing options available to traders by adding the ability to set separate colors for bonds with coupons below and above a certain threshold. This allows traders to more easily identify the high coupon bonds from the low coupon bonds within a country.

To set the color preferences for the high and low coupon bonds of a country, click Format – Color Management to bring up the pop-up window.

In this window, under the “Hi/Lo Cutoff” column, enter a coupon rate to split between the high and low values. Then, click in the adjacent “Lo Color” column and select a color from the table to set the color for the low coupon bonds. Next, click under the “Hi Color” column and repeat this process for the high coupon bonds. Finally, select under the “Highlight Bond” drop-down to either color just the header, the row except the header, or the entire row. Additionally, traders can choose to have this color preference apply to the Sprd/Bfly monitor as well under the “Highlight Sprd/Bfly” drop-down. Click the “Apply” button to save these preferences.

The following example shows the German bond universe being split along the 4.000 coupon mark. All bonds below a 4.000 coupon will be colored red, and all bonds at 4.000 and above will be colored blue. Note that this color preference applies to the lower panel graphs and OTR & CTD coloring.


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