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WI 30 and WI SP30 Enhancements | Weekly Release 4/30/21

Create the UWI:

1- Click on “New” at the top

2- In the pop up select, the current 30 year on- the-run from the benchmark dropdown

3- Enter the estimated coupon

4- Review the Maturity and interest accrue dates if these are correct, leave them, otherwise override them

5- Click “Create

The UWI30 will be created alongside the UWIS30 and the UWISP30

The WI’s yield is based off the total roll + the benchmark. To calculate the Total Roll is as follows:

Total Roll = Carry + Curve + Coupon Effect + Bad Day Adjustment + Liquidity

Watch the following video or ping Jordan Hu for more details


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