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USD TIPS Enhancements | Weekly Release 7/10/20

Added Implied Forward 1Y BEI as a complete set of columns. The Imp Fwd BEI is the BEI of a given TIPS bond forwarded 1-year using the BEI of another bond that’s 1-year further maturity

Previously, traders only had access to the Implied Fwd 1Y BEI information in the FWD BEI/RYld Matrix when selecting “BEI” in the “Fwd” drop-down. The Implied forward 1-year BEI is the BEI of a given bond forwarded 1 year using the BEI of another bond that’s 1-year further maturity.

To add these columns, click: Table – Manage Columns and search for “Imp Fwd”. This will highlight the Implied Fwd 1Y BEI, daily change, rich-cheap heatmap, and z-score.

Traders can also set their preferred BEI forward date under the local Preferences menu. To do this, navigate to Preferences – Implied BEI Forward Date – Select between 1, 2, 3, or 5 years forward.


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