Steepeners Dashboard

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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
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
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Portfolio Concentrations

Calculated from current dashboard data — updates automatically with each month-end inventory import

Hybrid Accrual (Range Accrual CDs)

Coupon = Interest Factor (the CMS steepener formula used elsewhere) × % Accrued, where % Accrued is the fraction of days in the current accrual period the underlier (S&P 500, EURO STOXX Banks Index) closed at/above the Minimum Index Level. Only CUSIPs classified as Hybrid appear here.
Summary — one row per CUSIP
CUSIP Index Min Index Level Barrier % Initial Barrier Date Beginning of Accrual Period End of Accrual Period Accrual Days Total Days % Accrued Current Coupon Coupon
Master Table — daily observations
CUSIP ⇅ Observation Date Initial Barrier Date Initial Closing Level S&P 500 Level Euro Stoxx Level Accrual Day

Dashboard Snapshots

Concentration Snapshots

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