Treasury Analytics

This tool is designed to show certain analytics for Treasury Products, including a list of securities that make up the deliverable basket, implied yields for the cheapest to deliver, and a conversion between strike prices and implied yields.

Please note that the tool is intended to demonstrate methodology, as the cash market prices are highly indicative, and users are advised to source cash market data independently.

For a quick overview of the current page’s functionality, click the small question mark (?) icon on the top right section of the tool (located to the right of the print as PDF button). This will display helper tooltips noting some of the key areas on the page. Click the Download User Guide link to open a more comprehensive help document.

User Guide - Summary, Deliverables, YieldUser Guide - InterCommodity Spreads