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Sprd/Bfly Enhancement | Weekly Release 11/26/21

Added Carry and Roll set of columns with historical data when looking at TIPS bonds

Carry + Roll columns have been added to CCY TIPS respectively. They will appear as “3M C+ R”, “3M C+R ZS”, “3M C”, and “3M R CMT”. To view historical data, traders can <double click> the cell and a line graph window will pop up.

To add TIPS bonds, traders can either enter TII#, CPI#, or TII[Coupon rate]MYY. Traders can also click on “Help” – “Example” – “Inflation” to add a set of strategies.


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