Historical Viewer Enhancements | Weekly Release 7/10/20

Enhancement #1


Enhanced chart labels by automatically replotting graphs when making changes and prompting traders to save

This enhancement increases the ease of use of the Historical Viewer and the convenience of generating graphs. Previously, these features were manual processes and traders had to navigate to the save button and re-plot graphs any time changes were made. To experience the benefits of this enhancement, traders do not have to enable anything. These changes are automatically applied, and users will notice them upon changing a charts title or the alias of one or more of the series included.

The example below shows the USD CT 2 and CT 10 bonds plotted together. Notice how the labels are changed from the default and the graph updates accordingly. Traders can change the name of the graph by double clicking the title (in the green box here) and the series labels (in the upper blue box with A & B). Then after the names have been changed and saved, if the user switches to a new strategy they will be prompted to save the changes.

Enhancement #2


Updated 3M R CMT to be new label (instead of 3M R) and added support for all EUR countries

For clarification purposes, the “3M R” historical data series has been renamed to “3M R CMT”. This is so that traders know they are plotting the 3-month rolldown against the CMT curve rather than against the OTR spline curve.

Additionally, the support for plotting 3-month CMT rolldown has been extended to all Eurozone countries. Previously, only a select few EUR countries had plottable 3M R CMT data (in addition to other currencies). Now all supported Eurozone countries have this data available. It can be found in the Data Series Chooser by following this option path: Bond-OTR – 3M R CMT – Country – CT year – OTR. The following screenshot shows the appropriate Data Series Chooser path.

The example screenshot below shows the DEM 3M R CMT plotted:

Enhancement #3


Added historical data for IMMFRA U9-Z9 and IMMFRA(OIS) spread against 6M LIB

This enhancement increases the available historical data for IMMFRA and IMMFRAOIS securities spread against the 6-month LIBOR. Previously, there had been support only for IMMFRAOIS securities spread against the 3-month LIBOR, this has since been extended. Additionally, the gap in historical data for IMMFRA U9 to Z9 against 6-month LIBOR has been filled and those are now available options. This gives traders increased precision in plotting IMMFRA and IMMFRAOIS securities against the LIBOR curve and allows for a more complete picture in the graph.


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