1 / 31

E-SwapPX

E-SwapPX. A Tour of Swap-Futures Analysis. Online/Offline - In Online mode, the application is shown in real-time display. In Offline mode, the application is viewed as a snapshot. Index - link displays Index Matrix. Term- link displays Term Matrix.

Download Presentation

E-SwapPX

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript


  1. E-SwapPX A Tour of Swap-Futures Analysis V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  2. V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  3. Online/Offline - In Online mode, the application is shown in real-time display. • In Offline mode, the application is viewed as a snapshot. • Index - link displays Index Matrix. • Term- link displays Term Matrix • Swap: Bid, Ask, Mid - Treasury Price can be adjusted for Bid, Ask, Mid Value. • Graphics- Graph display is generated for selected • Indices and terms. V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  4. Term View V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  5. Click on an index to display Term Matrix Table V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  6. Intra-day - Term • The default period is Intra-day. • Data is displayed on 30 minute interval starting from 8am. V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  7. Month - Term • Index - list box contains various Market Data indices to choose from • Trsy Yields, Trsy Bid Price, Trsy Ask Price, Swap Rate AM, Swap S-Dur • 5PM Swap Diff, IMM Swap, CBA Strip, IMM-CBA, CBA Vols, Swap Spd, CBA-TED Spd • Ted-Swap Spd, Trsys-Term/Sprd, Swap-Term Sprd • Sort - Data display can be arranged in ascending • or descending order • Composite- Launches Composite Matrix • Period - Used to customize the data range (select from Intraday-10 year) • Graphics- Graph display is generated for selected • Indices and terms. • Matrix - Provides ability to alternate displays (Term or Index) • Time - Check the data values at 3PM or 5PM V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  8. Custom - Term Custom - users have the ability to customize the date range for tabular data V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  9. Click on a term to display Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  10. Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  11. Click on a date to display Term Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  12. Term Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  13. Index View V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  14. Click on a term to display Index Matrix Table V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  15. Intra-day - Index • The default period is Intra-day. • Data is displayed on 30 minute interval starting from 8am. V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  16. Month - Index • Index - list box contains various Market Data indices to choose from • Trsy Yields, Trsy Bid Price, Trsy Ask Price, Swap Rate AM, Swap S-Dur • 5PM Swap Diff, IMM Swap, CBA Strip, IMM-CBA, CBA Vols, Swap Spd, CBA-TED Spd • Ted-Swap Spd, Trsys-Term/Sprd, Swap-Term Sprd • Time - Check the data values at 3PM or 5PM • Sort - Data display can be arranged in ascending • or descending order • Composite- Launches Composite Matrix • Period - Used to customize the data range (select from Intraday-10 year) • Matrix - Provides ability to alternate displays (Term or Index) • Graphics- Graph display is generated for selected • Indices and terms. • Swap: Bid, Ask, Mid - Treasury Price can be adjusted for Bid, Ask, Mid Value. V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  17. Custom - Index Custom - users have the ability to customize the date range for tabular data V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  18. Click on a term to display Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  19. Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  20. Graphics View V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  21. Click to view Graphics V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  22. Intra-day - Date/Time Graph • The Default period and value is Intra-day: Treasury Yields V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  23. Month - Date/Time Graph • Index - list box contains various Market Data indices • Selections -provides a list of market data indices that user can choose for customizing graphs • Term - Used to select Index Term (1y - 30yr) • Term Graph- Launches Term Graph • Period - for customizing data range of graph (Intraday-10yr) • Button Bar can be used also for selecting period • Tabular Term View - display Term Matrix table • Tabular Index View - display Index Matrix table • Last Closing - used to display index’s last closing value • Composite View - display Composite table • Time - Check the data values at 3PM or 5PM V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  24. Last Closing - Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  25. Multiple Selections - Date/Time Graph • To add a selection to the graph, select an index from the list box, click on Add • To remove a selection from the graph, choose one of the selections, click on Remove • For new display, click on New - One index is shown in graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  26. Show Diff - Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  27. Data Indicator - Date/Time Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  28. Custom - Date/Time Graph • Custom - provides users the ability to customize the graph’s date range V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  29. Click to view Term Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  30. Intra-day - Term Graph V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

  31. Term Graph • Index - list box contains various Market Data indices • Selections -provides a list of market data indices that user can choose for customizing graphs • Date/Time- used for selecting Dates (based on specified period) • Date/Time- Launches Date/Time Graph • Period - for customizing data range of graph (Intraday-10yr) • Button Bar can be used also for selecting period • Tabular Term View - display Term Matrix table • Tabular Index View - display Index Matrix table • Time - Check the data values at 3PM or 5PM • Composite View - display Composite table V:\GovPX\E-SwapPX\ Tour of Swap-Futures Analysis.ppt

More Related