TBill enhancement | Weekly Release 10/28/22

Enhancement


Added 1 week & 2 week to carry & roll setting


In the TBill sheet, the carry and roll can now be calculated to 1 week and 2 weeks. This will allow traders to look at the carry and roll for the shorter end TBills. The Repo is populated from GC Repo(USD). Traders have the option to override the short end repo from under “Market View” – “Repo”. Hit the “Save Repo” to keep and maintain their repo.


To change the repo to 1 week or 2 week, <right click> on the column and select “Carry and Roll” – “1W” or “2W”.

Note: To set the repo for the whole column, <right click> and select “Set Global Repo