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USD Bond Enhancements | Weekly Release 09/15/2023

Enhancement #1: [Curve Analysis] Added support to plot “SFR Ted T”

Traders can now see the “SFR TED T” graph on the “Curve Analysis” pop-up window in the “USD Bond”. Traders can click the “Analysis” in the tab menu and select the “Curve Analysis” menu to open the window. The measure is added to the “Data Type” on the right of the pop-up window.

Enhancement #2: Added Strip Breakeven Par Coupon SOFR Spread Z column (available in the graph dropdown and Sprd/Bfly as well)

In this week’s release, Riskval added the “Strip B/E Par Cpn SSprd Z” column in the “USD Bond” and “USD Sprd/Bfly” windows. To load the column, traders can go to “Preferences” – “Load”, select “Auto Load S/SP Bonds” menu. Then, move to “Calculation” menu, and <click> “Calc Strip” menu. The Strips’ breakevens and coupons will be calculated, including this new column.

The “Strip B/E Par Cpn SSprd Z” chart is also added in the USD Bond lower graph.

Note: Traders need to follow the same procedure to load the “Strip B/E Par Cpn SSprd Z” column in the “USD Sprd/Bfly” window.


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