USD Agency Enhancements | Weekly Release 6/5/20

Enhancement #1


Allow traders to organize the sheet into tabs by ticker: FNMA, FHLB, FHLMC

To help traders organize their Agency bonds by tickers, under the “Tabs” dropdown, there is a “Create Standard Tabs”. Once clicked, a pop up will appear, where the trader can select which tickers to create the tabs.

Enhancement #2


Enable traders to send strategies directly to the USD Sprd/Bfly, which now supports Agency bonds

Traders can send strategies to the Sprd Bfly from the USD Agency sheet by clicking the “To Sprd/Bfly” button from graphs.

Traders who would like to leverage the Sprd Bfly to monitor their Agency bond spreads, can use the “Bond Chooser” to select the Agency bonds to create strategies.

Enhancement #3


Added columns for 3M Repo, along with the complete set of RV columns (current level, daily change, rich/cheap heatmap, and z-score) for both Comparable Sprd and OISprd YY

The 3M Repo column has been added to allow the traders to override the Repo to calculate the Carry and Roll.


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