Historical Viewer Enhancements | Weekly Release 11/12/21


Enhancement #1


Added CMT – SSAEU data series


To plot CMT – SSA EU timeseries, traders can click on “Bond – CMT” – “Yld” – “SSA EU” – “#” and then “Select” – “Plot”.


To access historical data series, traders can click on “Data & Regression” section.

Note: Traders can adjust look-back period from the “Hist Period” drop down or the “Start-End” fields.



Enhancement #2


Added support for MTGEFNCL index


Traders can plot 30Y FNCL Par Coupon in the Historical Viewer sheet.

Traders can click on “Broad Market” – “MBS” – “MTGEFNCL” and then “Select” – “Plot” to plot MBS Basis.


To access historical data, traders can click on “Data & Regression” section

Note: Traders can adjust look-back period from the “Hist Period” drop down or the “Start-End” fields.