Created a new floating window to view a pivot table of Eurozone on-the-run bonds, spread, and butterfly strategies organized into tabs based on yield z-score, and asset swap z-score measures
Traders can now utilize the new pivot table for viewing EUR OTR bonds outright, spread, and butterfly strategy levels.
The default measures are yield and ASW YY z-score, with ASW T z-score, ASW Z z-score, and Vol adjusted C+R also available. Traders can click Preferences– Data Type – Measure to set their preferred level for the current tab as well as create additional tabs (under “Tabs”) to have more.
