SSA - Curve Analysis Enhancement | Weekly Release 12/3/21


Enhancement #1


Added support for ESTR Spread YY & Z as plotting options


Traders can access Curve Analysis from the “Analysis” dropdown.

Once traders select SSA ticker/EUR Country, they can select “ESprd YY” and “ESprd Z” from the Data types box before hitting “Plot”. To select multiple data types, traders can hold <ctrl key> when making their selections.


In this week’s release, RiskVal reorganized order of the bonds, so EUR SSA Ticker section will always be first, followed by EUR Govt section.


Enhancement #2


Added support for 1 Week/1 Month/1 Year change on Yield/ASW YY/ESTR Spread YY


In the Curve Analysis traders can select EUR SSA Ticker & EUR countries from the list, they can choose the data type from the lower part section and hit “Plot”.

Trader can hold <ctrl key> and select multiple tickers, countries, and data types.


These plotting options are also available in Curve Analysis in the EUR Bond sheet.