S+SP Enhancements | Weekly Release 4/2/21

Enhancement #1


Added “MM S Yld Sprd” column to show the yield spread between the matched maturity strip coupon (S) and the strip principle (SP)


Added the “MM S Yld Sprd” column to the USD S+SP and CAD S+SP sheets.

Definition:

MM S Yld Sprd is the Yld sprd between the Strip Principal (SP) bond against the Strip Coupon (S) bond.

MM S Yld Sprd = [(SP Yld) - (S Yld)] *100


To add this column, traders can click “Table” – “Manage Columns”; search for this column. The column will highlight yellow in “Available Columns”. Traders can move it to “Displayed Columns”. Click “Save As” to create a new user view, or “Save” to add the column to the current view.

Enhancement #2


Added “0 Sprd” columns to allow traders to compare multiple spreads


Added “0 Sprd Yld”, “0 Sprd 2 Yld”, and “0 Sprd 3 Yld” columns to the USD S+SP, EUR S+SP, and CAD S+SP sheets to help traders analyze spreads between bonds. Traders can enter “0” in any cell in these columns and hit <Enter> to make that the benchmark. RiskVal will recalculate the spreads automatically.

To add these columns, traders can click “Table” – “Manage Columns”; search for these columns. The columns will highlight yellow in “Available Columns”. Traders can move them to “Displayed Columns”. Click “Save As” to create a new user view, or “Save” to add the columns to the current view.

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