TIPS Enhancement | Weekly Release 5/6/22


Added support for "3M C", "3M R", "3M C+R", "BEI C", and "Jun BEI C", "JUL BEI C", "AUG BEI C" columns


For JPY TIPS traders, carry columns have been added to give a more complete picture. The columns include the TIPS 3 month carry, 3 month roll, 3 month carry and roll, Breakeven (BEI) carry, June BEI carry, July BEI carry, and Aug BEI carry. For the monthly carry, these will be updated as the months pass.

Note: To calculate the Monthly carry, click on “Analysis” – “Calc Std Carry”