TIPS Enhancements | Weekly Release 2/19/21

Enhancements #1


Added the “SA ZC InflSw” live graph to visualize each TIPS seasonality adjusted zero coupon inflation rate


Enhanced CCY TIPS sheet with the option to plot "SA ZC InfSw" in the lower panel graph.


From the “Graph” dropdown, traders can select "SA ZC InfSw", and RiskVal will populate lower panel graphs. The left side graph represents the last 3-month historical data, and the right-hand side graph represents a daily change of the "SA ZC InfSw".

Note: “SA ZC InflSw” live graph is available in CCY TIPS sheets

Enhancement #2


Added the ASW P(Proceeds ASW) Diff heatmap and Z-score


Enhanced CCY TIPS sheets with “ASW P Diff Rich/Cheap Heatmap” and “ASW P Diff ZS” column.

Traders can add “ASW P Diff R/C Heatmap” from the “Table” – “Manage Columns”. After searching for “ASW P Diff”, the column will highlight yellow, and traders can move it to the right-hand side. Then click “Save All” to create a new user view, or just “Save” to add it to the current view.


Traders can find the “ASW P Diff ZS” column under their “default” View.