Flow Summary

Empirasign Blog: Recent Posts

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:
www.empirasign.com/trace (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: www.empiraisign.com/bwic/111025K (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: info@empirasign.com.


Oct. 25, 2011

Detail of Empirasign API Demo spreadsheet

Empirasign MBS Market Data can now be accessed directly from Excel. To use the demo spreadsheet (image above), enter the cusip you want to query in cell B10 and then click the "Get Cusip Data" button. All our market leading color (trade prices, price talk and offerings) are returned in Excel for easy manipulation.
Download a demo spreadsheet here: click to download demo Excel API spreadsheet

Contact us: info@empirasign.com to have a limited use ID/password enabled.

Inventory Spread Movements

Oct. 5, 2011

table of inventory offering spread movements

Keep track of how dealers adjust their offering spreads in response to market activity and trade flows. As in the image above, each day we'll show how many Agency ARMS are offered Wider/Tighter/Unchanged to the previous day's levels. All the numbers are hyperlinked, so you can click through to see exactly what bonds are offered wider today than yesterday.
Link to page: www.empirasign.com/inv_spreads/agarm/

More sectors to be added soon.

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