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Supra Sovereign Agency Enhancements | Weekly Release 2/26/21


[AUD] Allow traders to set the AUD Semi as comparable treasuries

Traders looking at AUD Supra Sovereign can now compare them with the AUD Semi, all on one sheet. To set up the sheet,

  1. <Double click> on the cell for the bond under the “Comp Trsy” column.

  2. In the pop up, select the “Semi” tab.

  3. Under the “Semi” tab, select the Semi bond as the benchmark.

  4. Hit “Apply

Note: The Comp Trsy will save automatically even after restart


Enhancement #2

Added the XCCY/XCCY2/XCCY3 ASW columns in the curve analysis, also available in the AUD Semi sheet

For traders who like to have a visual representation of the analytics can leverage the Curve Analysis. The curve analysis has been expanded to include all three XCCY ASW columns. This way traders can see the XCCY curves and compare them with each other.

To find the curve analysis, click on “Analysis” - “Curve Analysis

Note: Before plotting the AWS XCCY curves, calculate them in the sheet from “Calculation” – “Calculate XCCY ASW All…”


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