TIPS Enhancements | Weekly Release 6/18/21

Enhancement #1

Added “BM CT” and “CT Sprd” columns to set the spread of the treasury benchmark to the TIPS bond

Benchmark Current Treasury (“BM CT”) and Current Treasury Spread (“CT Sprd”) columns have been added to TIPS sheets. To change the “BM CT”, select a cell in this column, <right click>, select “CT Sprd”, and then choose the desired CT. To change the BM CT for multiple TIPS bonds at once, traders can simply highlight the corresponding cells in the “BM CT” column and carry out the same steps described prior. The “CT Sprd” column will automatically update after changing the “BM CT”.

Note: To add these columns to the sheet, click “Table” – “Manage Columns”, move the columns to “Displayed Columns” and click “Save” to override the current view or “Save As” to create a new view.

Enhancement #2

Added “Multi Graph” option to “BEI”, “IOTA”, “SA IOTA” columns over the same row

To create the graph, hold the <Ctrl> key, select a cell the BEI, IOTA, and SA IOTA columns in the same row, <right click>, and select “Multi Graph”. The graph will pop up.

Traders can show multiple values on the Y-axis on the graph by clicking “Preferences” and checking “Multiple Y Axis”.

Enhancement #3

Added an option to add/remove OTR highlight

By default, OTR bonds are highlighted green. Traders now have the ability to toggle the OTR highlight on/off. To do so, go to “Format”, click “Highlight OTR”. A check mark next to “Highlight OTR” means the OTRs are highlighted. Clicking it to uncheck it, will turn the highlight off.