Multiple User Portfolios

Jan. 11, 2012

We've recently expanded user portfolio sizes from 250 to 500 bonds. To make managing all these positions easier, we've enabled multiple portfolios for each user. The number of portfolios per user is unlimited. A new portfolio is designated by tagging an existing bond. To add a new tag, or edit an existing tag, just click on the tag link next to the bond in question. See circled area in screenshot below. When you've tagged at least one position, a drop down box will appear at the top of your portfolio page allowing you to choose which subset of bonds to view. The drop down box is shown below as well. A bond can have more than one tag. i.e. can belong to more than one subset

full portfolio view with sub-portfolios show

Screenshot of dialog box to add, or edit tags for a bond:

form to edit tags

BWIC Email Alerts

Jan. 3, 2012

All bonds stored in portfolio now link to our BWIC email alert system. Any time a bond stored in portfolio is out for the bid you will receive an email alert to your Bloomberg. Screenshot of example message is below:

sample BWIC Alert email message delivered to Bloomberg terminal

To enable our users to make best use of this new feature, all portfolio sizes have been increased from 250 to 500 line items. The default setting is to have alerts enabled. If you don't want to receive these alerts, you can toggle them on/off via the radio button at the top of the portfolio page. Link here:

form to turn BWIC Alerts on/off

TRACE Trading Volume Charts

Dec. 27, 2011

chart of TRACE reported MBS TBA trading volumes

TRACE Reported trading volumes for TBA's, Agency CMO's, Non-Agency, ABS, and CMBS can be seen here: (no password required)
Click on any chart element to see the underlying data series.

Chart date ranges can be changed via the form on the report page. Screenshot is displayed below:

download TRACE volume data form

Send BWICs directly to your Bloomberg

Nov. 1, 2011

You can now send nicely formatted BWIC summaries to your Bloobmerg. Just click on the the MSG button (circled below in red) on any BWIC screen. Link to list from example below: (subsription required)

click msg button to send BWIC to your Bloomberg

An example of resulting message as shown on Bloomberg is displayed below:

example BWIC message on Bloomberg Terminal

Portfolio Comps via MS Excel Filters

Oct. 28, 2011

detail of portfolio comps spreadsheet with autofilters

One of the most difficult issues involved in MBS valuations is finding enough observable market events to base a valuation on. Even the most liquid bonds only trade about once a week. Empirasign ABS/MBS Trade Database subscribers will be aware that we've solved this problem via our similar bonds feature. This feature is now available inside Excel. Submit a portfolio of bonds to us, and once a week and at each month-end, we will produce an Excel Filter spreadsheet with market data (trade prices, price talk and dealer offers) for bonds similar to those in your portfolio. All the data is housed in Excel for easy manipulation and integration with other risk management and reference data tools.

Download a demo spreadsheet here: click Excel icon to download demo comps spreadsheet

Contact us for a demonstration:

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