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UST Overview Enhancement | Weekly Release 4/3/20

Created a floating window to summarize the current market performance across the most liquid points in the US market for TBill, TIPS, and Treasury Bonds

Added a new floating window that gives an overview of the current treasury bills, bonds, and TIPS so that traders can have a persistent monitor to view the most relevant information in realtime regardless of which sheet they are on. The included securities are the 1M, 3M, 6M, & 12M TBills, the CT 2, 5, 10, & 30, and the CT 5, 10, & 30 TIPS as well as the most common UST spread strategies.

The information for these securities is the current yield (or spread), yield change, and 3-month history. The yield change includes the change on day, week, and year. The 3-month history includes average yield, lowest yield, highest yield, and percentile.


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