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Empirasign Blog: Recent Posts

Quick Email Search

July 13, 2012

Our new Email Search tool allows you to quickly access information about bonds embedded in an email message. Simply copy and paste an email or Bloomberg message into the Raw Email Message textbox on our Email Search page and hit the Parse Email Msg button.

Example Screenshot of a Bloomberg Message:

bloomberg message to extract market data from

Screeenshot of message pasted into Raw Email Message tab (before parsing):

In the Highlighted Message tab (as shown below), you'll see a parsed version of the pasted email, with CUSIPs and tickers highlighted. Click on one of these highlighted identifiers to do a quick search on the selected bond. A pop-up will appear displaying information regarding appearances on past BWICs and inventory offer sheets, as well as a link to the bond's complete trade history. In addition, you can perform a Bulk Search to get BWIC and inventory information about all the bonds in the email message.

The Email Search tool also runs a query to match the bonds in the message with bonds for the current day's BWICs. Below the highlighted message and the Bulk Search button, you'll find the results of this search, with links to matched BWICs.

parsed and highlighted bloomberg email message


Portfolio Upload

July 9, 2012

Now you can upload multiple bonds directly into a portfolio. Simply copy and paste two columns from Excel (cusips and portfolio name) into the add box at the bottom of the portfolio page. As before, you can still simply add cusips and assign the bonds to portfolios later. Both upload methods are illustrated on the portfolio page and in the screenshot below. Whenever an uploaded bond appears on BWIC Alert message, its portfolio name will also be displayed in the alert. Never call the wrong client again.

mbs portfolio upload form


Market Data Upload Tool

May 8, 2012

Market Data Upload Tool input form

Use our new Upload Tool to quickly and easily upload multiple document-based (Excel or PDF) Market Data files. Just click on the Select Files button to get started. After you have selected the files you want us to index, just click on the Upload Files button. We'll take it from there. Of course, the tried and true method of emailing us Market Data at bwic@empiraisgn.com remains in effect.

Link to Upload Tool Page: www.empirasign.com/contribute

TRACE Reported Customer Buying and Selling Activity

April 23, 2012

MBS TRACE reported customer buying vs selling trading volumes

How to interpret the charts:
Each day's customer trading volume as reported to TRACE is plotted as point. The five most recent trade dates in the charted range are rendered in red. Customer buying volume is measured on the X axis. Customer selling volume is measured on the Y axis. A day where customer buying and selling is in balance will be represented as point falling on the 45 degree line as show in green in the screenshot above. A period of heavy selling will show as most points appearing in the upper left region of the chart. Conversely, a period dominated by customer buying will be represented by most points falling in the lower right portion of the chart. Mouse over any point to see the trade date and total volume (Customer Buys, Customer Sales, and Dealer to Dealer Trades). As an outlier removal process, only Principal and Interest Trades are plotted. No IO/PO activity is charted.

Plotted ranges can be configured. Raw data is displayed in tabular form below the charts and can be exported to a CSV by clicking on the Excel icon (login required).

Link to page: www.empirasign.com/buysell

Empirasign Market Data now available on IDC Vantage

April 6, 2012

Interactive Data just launched Vantage for US Structured Product. Vantage is a web front end to IDC's market leading Evaluated Pricing product. On one screen you can now see a daily mark and the historical data (provided by Empirasign) supporting this valuation. Screenshot below (click to show entire Vantage screen).

IDC Vantage displays supporting historical data provided by Empirasign

More about IDC Vantage here: https://vantage.interactivedata.com/

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