EUR Bond Roll Enhancement | Weekly Release 11/20/20

Updated the Comp Treasury spread to set coupon limits; also available in the CAD Prov & Covered sheet


Enhanced EUR Bond and CAD Prov sheets, so traders can set coupon limit to their “Comp Treasury” spread column.

From the “Tools” dropdown, select “Set Comp Trsy Country”, traders have the option to filter Hi/Low coupon bonds by country selection.

After setting the limits, hit “Apply” to apply the filter to “Comp Trsy” column.

Traders can also select any of the “Comp Trsy” fields, <right click> and to access “Province Chooser” where they can adjust their coupons. After setting the “Lo Cpn” and “Hi Cpn”, traders can hit “Apply” to set the limits.


If traders would like to apply province/coupon limit to the specific bond, uncheck “Apply to All” box.


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