This post details the downloadable Excel Market Performance Dashboard's features and functions. The dashboard has seven tabs (the first is data and the other tabs display a chart and a table of… more
Fixed Income
Customers of BrokerTec can now trade the Relative Value (RV) Treasury Spreads. BrokerTec is the price discovery leader for benchmark cash U.S. Treasuries.
RV Curve offers 21 spreads. This… more
This Microsoft Excel® dashboard displays all of the JPX-traded Japanese Government Bonds (JGB) contracts including volume and open interest data.
The first three columns detail the… more
This Microsoft Excel® dashboard displays all of the JPX-traded Three-Month TONA contracts including volume and open interest data.
The first three columns detail the contract month… more
This Microsoft Excel® dashboard displays all of the ICE-traded Three-Month SARON contracts including volume and open interest data.
The first three columns detail the contract month… more
This Microsoft Excel® dashboard displays all of the ICE-traded Three-Month SONIA contracts including volume and open interest data.
The first three columns detail the contract month… more
This Microsoft Excel® dashboard displays all of the Globex-traded Three-Month SOFR contracts including volume and open interest data.
The first three columns detail the contract… more
This Microsoft Excel® macro enabled dashboard pulls in the Three Month SONIA Index Futures Contract which is a cash settled future based on the interest rate on a three month sterling deposit.… more
This Microsoft Excel® macro enabled dashboard pulls in the 30-Day Fed Funds market data traded on the CME Globex platform.
The Dashboard enables the user to enter in the symbol for the… more
This Microsoft Excel® spreadsheet presents 3-Month SOFR market data. The data includes nearly ten years of quarterly contracts for outrights and exchange-traded three-month and six-month calendar… more