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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.

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E-SwapPX

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  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

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