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Trade Blotter Enhancement| Weekly Release 3/22/2024

Added daily change columns for Bond/Swap/Future sections

 

In the Bond section, added daily change columns for “Px”, “Yld”, “SSprd YY” (“dPx”, “dYld”, “SSprd dYY”).

 

In the Future section, added both live and daily change columns for “IVSPS YY”, “CTD yield”, & “SSprd YY" (“IVSPS dYY”, “CTD dYld”, “SSprd dYY”).

 

In the Swap section, added mid-change on day columns for “B.E Rate Clean” & “B/E Rate Dirty” (“dB/E Rate Clean”, “dB/E Rate Dirty”).


 


 


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