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G7 Sprd Enhancements | Weekly Release 8/28/20

Enhancement #1

Added background heatmap color to visualize richness/cheapness

The color-coded background heatmap is a sliding scale from dark green to dark red, where the greener cells are cheaper with respect to the swaps own 3 month historical level and darker red is richer respectively. This allows traders to quickly visualize how much of an outlier the current value level is or how close it is to its own historical performance.

This enhancement is available for Bond, Swap, and TIPS tabs in the G7 Sprd window.

In the Example above, see the green cell indicates the Spread is cheap compared to its three-month historical data.


Enhancement #2

Updated the TIPS tab to use SA BEI as the default and added the flag to flip the breakeven direction

  • Enhanced TIPS tab by setting the SA BEI as the default for G7 Sprd.

  • The, BEI = (N. Yld-R.Yld)*100 flag, allows for the option to flip the BEI calculation to display positive or negative values.


Enhancement #3

Added a preference to show/hide the statistics (Z-Score and Mean/Std_d) and description tables

Enhanced the G7 Sprd window by adding "Show Statistics" and "Show Description" check-boxes.

  • Checking "Show Statistics", trader can populate Z-Score and Mean/Std_d values.

  • Checking "Show Description", trader can see a detailed description of the table


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