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
https://vimeo.com/537516047/0cd1ad4ad7