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TIPS Enhancement | Weekly Release 10/29/21

Added CMTBEI RVS set of columns

Traders can now add “CMTBEI RVS”,“CMTBEI dRVS”, “CMTBEI RVS Rich<->Chp”, and “CMTBEI RVS ZS” to their TIPS sheets. These columns will show the spread between the CMT RVS of the Nominal to the TIPS CMT RVS.

If BEI = (N.Yld-R.Yld)*100 is checked, CMTBEI RVS = MM TRSY CMT RVS - TIPS CMTRY RVS; if not checked, CMTBEI RVS = TIPS CMTRY RVS - MM TRSY CMT RVS. Checking this box will flip the sign of the values and affect the rich-cheap heatmap.

Note: To add or manage columns, click “Table” – “Manage Columns”.


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