Steepeners Dashboard

Notifications
Recent Activity
user
Analytics reflect the current dashboard data. Save a dashboard snapshot (from the Dashboard tab) to freeze a moment in time — loading it here will update the analytics accordingly.
Holdings by instrument type
Net unrealized P&L by type
Net interest accrued by type
Trends over time (built from saved Dashboard snapshots — save one periodically to build history)
P&L, notional, and interest accrue from imported position data. Interest accrued uses Current Coupon × Par Notional × (days since last reset ÷ 360).
Snapshot comparison & change log
vs
Summary — one row per CUSIP
CUSIP Index Initial Closing Level Barrier % Initial Barrier Date Beginning of Accrual Period End of Accrual Period Current Accrual Period Accrual Days Total Days Current Coupon % Accrued Adjusted Coupon
Master Table — daily observations
CUSIP ⇅ Observation Date ⇅ Initial Barrier Date Initial Closing Level S&P 500 Level Euro Stoxx Level Accrual Day Remove

Dashboard Snapshots

Steepener Classifier

Automatically determines which CUSIPs in a monthly inventory file are steepeners, using a growing historical record instead of manual one-by-one review.

Step 1 — Build or update the classification database

Import a file where steepener CUSIPs are already bolded (a reviewed reference file, or a previously-exported "Unknown" list after you've bolded the steepeners in it by hand). Bolded CUSIPs are recorded as steepeners; unbolded CUSIPs are recorded as not steepeners. You'll get a chance to review before anything is saved.

Step 2 — Classify this month's inventory file

Import this month's inventory file. Every CUSIP is checked against the database above — steepeners and any CUSIP with no prior history are each listed separately below, ready to export.

Classification Database
Filter by Trade Date: to
Create user access
Current users