IT FRN CCTS Enhancement | Weekly Release 1/7/22


Enhancement #1


Added “Floor Prem bp” set of columns


Added live level, daily change, rich cheap heatmap, & z-score columns for “Floor Prem bp”.


Notes: 1) Click “Table” – “Manage Columns” to add columns to the view.

2) To configure decimal places, traders can <right click> in cells & use the “Config Decimal Place” function.



Enhancement #2


Added ESTR Sprd YY, T, & Z sets of columns


Added live spread level, daily change, heatmap, & Z-Score columns for “ESprd YY”, “ESprd T”, & “ESprd Z”.



Enhancement #3


Added cashflow function


Traders can now <right click> in any cell & choose “Cashflow” to load the FRN Cashflow window including the Interest and principal payments as two sets of columns.


In the FRN Cashflow window, traders can override the “Principal (MM)” cell. The cashflows will be updated.