US Treasury and Europe Sovereign Yield Dashboard

This Microsoft Excel® spreadsheet tracks the BrokerTec US Treasury Yield Curve data and the ICAP Euro Bonds and Gilts markets.

The top-left quote display allows you to enter your own symbols. To the right is a portfolio view of the daily percent net change as histogram bars using the symbols entered at the top of the chart. Below the top quote display is another quote display detailing the BrokerTec treasury yields and the futures prices for the fixed income products traded on CME Globex.

The bottom-left chart is the US Treasury yield curve compared to Germany's and the United Kingdom’s yield curves. The center yield curve chart is the US Treasury yield curve and the one-day net change. Below the UST yield curve is the ICAP Sovereign Debt yield curve. Click on either of the two country names and a drop-down menu opens where you can change the country. The yield curve in the bottom right is a historical UST yield curve. Enter the month, day, and year to see a comparison to the current UST yield curve.

Make sure to lower your Excel RealTimeData (RTD) throttle to 50 milliseconds or lower. Learn how to do that here.

Requires CQG Integrated Client or CQG QTrader, data enablements for the BrokerTec Treasury and ICAP Euro Bonds and Gilts, and Excel 2010 or more recent.

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