DGX - UserGdgx Userguideuide

May 2013
Copyright 2000-2013 by Super Derivatives Inc. All rights reserved.

Trademark Acknowledgements SuperDerivatives is a registered trademark and SD, SDX, DGX, SDX Foreign Exchange, SDX Interest Rates, SDX Commodities & Energy, SDX Equities, SDX Credit Derivatives, TradeView, eValueX and SD-Connect are trademarks of Super Derivatives, Inc. All other brand and product names are trademarks or registered trademarks of their respective owners. Confidentiality Notice and Restriction on Use The information contained in this software manual (the Information) is confidential and proprietary to Super Derivatives, Inc. and is protected by applicable copyright laws and international treaties. The Information, in full or in part, may not be copied, reproduced, republished, modified, posted, transmitted, or distributed in any way, without the express prior written consent of Super Derivatives, Inc. in each instance. Unauthorized reproduction and/or distribution of the Information, whether full or partial, is strictly prohibited and will be prosecuted to the maximum extent permitted under the law. P/N 10-990-0006
Table of Contents
Chapter 1: What Is DGX?. . . . . . . . . . . . . . . .
1
SDs SolutionDGX. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Overview of Working in DGX . . . . . . . . . . . . . . . . . . . . . . . . 2
Chapter 2: Working with DGX. . . . . . . . . . . .
Overview of Working with DGX . . . . . . . . . . . . . . . . . . . . . . 7 Working with Pages . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Working with Widgets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 Working with Chart Widgets. . . . . . . . . . . . . . . . . . . . . . . . 25 Working with the Historical Analysis Widget . . . . . . . . . . 31 Overview of Using the Search Tool . . . . . . . . . . . . . . . . . . . 46 Customizing a Pages Display Colors . . . . . . . . . . . . . . . . . 51
DGX User Guide Table of Contents
Working with DGX Chat . . . . . . . . . . . . . . . . . . . . . . . . . . . 52 Working with the DGX Store. . . . . . . . . . . . . . . . . . . . . . . . 66 Exiting the System. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66 Adding Streaming DGX Data into Excel Spreadsheets. . . . . 66
Chapter 3: Market Data Available in DGX .
74
FX Market Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 74 Interest Rates Market Data . . . . . . . . . . . . . . . . . . . . . . . . . 82 Commodity Market Data . . . . . . . . . . . . . . . . . . . . . . . . . . . 92 EQ Market Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97 Bonds Market Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 104 Credit Market Data. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106 Available News Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108
ii
1
You require:
What Is DGX?
In todays dynamic and ever-changing market, cost effective delivery of market data has become a crucial issue in the current market environment. A platform that will give you 24-hour access to all the market data you need in the format you need. You need access to market data for a wide variety of differing underlying assets. You only want to see market data for those assets and for nothing else. A platform that will give you the ability to deal with cross assets. This is because you are using different assets across multiple departments. You want to see the data for each asset separately. A platform that is always available, from any machine. SD provides all this, and more, in DGX.
1.
SDs SolutionDGX
DGX is a cloud-based market data platform which allows you to access real-time and accurate market data delivered directly to your desktop through an intuitive and modern search-based user interface. It answers your market data requirements by: Providing accurate and real-time data across multiple asset classes. SD has long been recognized as one the best data providers for derivatives. The richness and depth of its data includes the most illiquid, localized and implicit products and rates in all asset classes for cash and derivatives, including FX, interest rates, equities, commodities, energy and credit. The multi-award winning cleansed market data, which is fully neutral and independent due to the wide range of data contributors (ranging from top tier banks and inter-dealer brokers, to local brokers, data aggregators and exchanges), provides a broad market view to ensure you access to the most accurate information. Moreover, as an analytical and pricing solutions provider, SD does not engage in market trading activities, letting it provide you with unbiased data. Providing all the tools you need to display the market data you want in the format you want. It is fully customizable to your needs, letting you see everything you need and nothing that you do not need. Its design as an off the shelf solution This means it can be up and running very quickly with no installation necessary.
DGX User Guide
What Is DGX? Overview of Working in DGX
Its Web based design means you can always log in from anywhere and start working immediately, with no firewall or installation issues. The Market Data Portal provides accurate and real-time data in the following asset classes: For: An overview of DGX itself, see Section 2. on page 2 More details on accessing and working with DGX, see Chapter 2 on page 7. FX asset class For a list of these categories see Section 1. on page 74. Interest Rates asset class (including government bonds and corporate bonds) For a list of these categories see Section 2. on page 82. Commodity asset class (precious metals, base metals, energy & indices) For a list of these categories see Section 3. on page 92. Equity asset class (EQ indices & major stocks) For a list of these categories see Section 4. on page 97. Bonds For a list of these categories see Section 5. on page 104. Credit For a list of these categories see Section 6. on page 106. News
2.
Overview of Working in DGX

The first time you log into DGX, it opens with the systems default pagethe first page in the list of DGX pages. Subsequently, DGX always opens the default page for your userby default this is the systems default page but you can choose any of the pages in your My Pages list to be your default instead1. In addition, if when you last exited the system there were unsaved changes in any of the draft pages you were working on, when you next access DGX it will ask you if you want to open any of these pages so you can manually save them. Once in the system you can then access any of the predefined DGX pages and define any number of your own pages, each of which can be tailored to contain specific market data (in the form of widgets), in any format you require. For more information on: Accessing DGX see Section 2.1 on page 3 What is a page in DGX see Section 2.2 on page 4. What is a widget see Section 2.3 on page 5. Working with DGX on an iPad see Section 2.4 on page 5. Getting help see Section 2.5 on page 6.
1.
For more information on setting the default page for your user see Section 2.9 on page 17.
DGX User Guide
2.1
Accessing DGX
You access DGX via SDs Web site using any supported Web browser1. In order to access DGX via the SD Web site, you must first be registered with SD2. In addition, registered SD users can also access it via one of the SD pricing applications (as seen in Figure 2 on page 4). When you first access DGX it opens with the systems default pagethe first page in the list of DGX pages, which is currently set to the Global Markets page. However, you can then choose any of the pages in your My Pages list to be your default page instead, as described in Section 2.9 on page 17. Once you have accessed DGX you can then work with it. For more information see Chapter 2 on page 7. To access DGX via the SD Web site: 1. On the SD Web site, www.sdgm.com, enter your username and password, and then in the dropdown list click DGX (as seen in Figure 1).
Figure 1: Accessing DGX from the SD Web Site
2. Click the Login button. DGX opens. To access DGX via one of the SD pricing applications: In the SD pricing applications, click the DGX icon as seen in Figure 2. DGX opens.
1.
2.
DGX is supported in the following browsersGoogle Chrome, Internet Explorer 8 and higher, and Firefox 13 and higher. For an optimal user experience it is recommended that you access DGX using Google Chrome. In addition, you can access DGX using Citrix; for more information on this option contact support@sdgm.com. If you are working on an iPad, you must use Safari. Existing SD users are automatically registered for DGX. That is, if you have a license for an SD product, you do not need to manually register to access DGX. If you are not an SD user, you can manually register at this addresshttp://www.superderivatives.com/DGX_RealTimeMarketData.aspx.
DGX User Guide
Figure 2: Accessing DGX Via an SD Pricing Application
2.2
What Is a Page?
In DGX, market data is presented in pages. Each page can contain multiple market data categories for any combination of the supported asset classes (as seen in Figure 3 on page 4). Accordingly, you can tailor each page to focus on a particular area to meet your individual needs. For example, you can create one page for FX market data and one for Commodity market data, etc. Or you can have a single page which contains all of the global market data you need to monitor.
Figure 3: Example of a Page in DGX
DGX User Guide
DGX contains a number of predefined pagesknown as DGX pages. These include the following: Global Markets Foreign Exchange Interest Rates Equity Commodity - Base Metals Commodity - Oil
These predefined pages give you an idea of how you can build a page, and an introduction to the sort of information you can include. They can also be used as templatesthat is, you can use them as a starting point to build your own pages. You can also create your own pages. When you create your own page, it can be: Based on an existing page. Once you have selected an existing page (whether a DGX page or one of your own pages), you can then edit it as relevant and save it as a new page. Created from scratch by the user by adding and configuring widgets. A page (whether it is based on an existing page or is built entirely by the user) is always constructed by adding one or more market data categoriesor widgetsto it. For more information on: Widgets see Section 2.3 on page 5. Accessing DGX pages and how to work with pages in DGX see "Working with DGX Pages" on page 10 in Chapter 2. Creating new pages see "Opening A New Page" on page 12 in Chapter 2.
2.3
What Is a Widget?
A widget is a small application that: Can be embedded within a Web page, in this case within your DGX page. For more information on pages, see Section 2.2 on page 4. Adds some content to the page that is not static. In DGX a widget lets you add any of the following for the selected category: Real-time, streaming data. Historical data. Fundamental data or reference data, such as asset identifiers. News and commentary topics. In the page shown in Figure 3 on page 4 the Swap Rates area and the Swaption ATM Vol area and the USD/JPY Vol Surface Chart are all widgets. That is, all these areas are constantly updated with real-time data. For each market data category you want to include in a page you simply add the relevant widget. Once you have added the widget, you can then configure it so it displays exactly the data you want to see in that category. For more details on working with widgets, see Section 3. on page 18 in Chapter 2.
2.4
Working With DGX on an iPad

To work with DGX on an iPad you must use Safari. This topic will be available shortly. In order:
DGX User Guide
To move a widget, drag and drop it. To access the Historical Analysis chart, right click a value and then double tap it. To resize a widget, click it (it goes red) and then resize it.
2.5
Getting Help
You can access the DGX User Guide in the platform itself by clicking the Help button on the ribbon bar (as seen at 1 in Figure 4 on page 6).
Figure 4: Getting Help
In addition, you can contact SDs Help Desk by clicking the Chat button on the ribbon bar (as seen at 2 in Figure 4). This opens the Chat window from where you can then initiate a conversation with SDs Customer Support. For more information on contacting the Help Desk via the Chat window see Section 8. on page 52.
2
1.

Working with DGX
This chapter describes how to work in the DGX platform
Overview of Working with DGX

After accessing DGX (see Section 2.1 on page 3) you can then: Work with pages (see Section 2. on page 8) Work with the widgets in a page (see Section 3. on page 18) Work with the chart widgets in a page (see Section 4. on page 25) Use the Historical Analysis widget (see Section 5. on page 31) Use the powerful search tool to search for the data you want (see Section 6. on page 46) Customize the colors used for the current page (see Section 7. on page 51) Use the Chat application (Section 8. on page 52) Access the DGX store (Section 9. on page 66) Exit the system (Section 10. on page 66) Add real time streaming data from DGX into your own Excel spreadsheets (Section 11. on page 66)
For a complete list of the buttons in DGX with a description of each one see Table 1 on page 7.
Table 1:
Button/Field DGX Description Lets you access general functionality. This includes: Creating a new page in the existing window and creating a new page in a new window. For more information see "Opening A New Page" on page 12. Saving the pageeither into the current page or creating a copy of the current page. For more information see "Saving a Page" on page 13. Rearranging the widgets in the current page. For more information see "Automatically Rearranging the Widgets in a Page" on page 21. Downloading the DGX Excel add-in. For more information see "Adding Streaming DGX Data into Excel Spreadsheets" on page 66.
DGX User Guide
Working with DGX Working with Pages
Table 1:
Button/Field Build my page Description Opens the list of available widgets for all the asset classes. For a complete list of these widgets see Chapter 3 on page 74. For more information on how to work with the widgets see "Working with Widgets" on page 18. DGX Pages Opens the list of DGX pages. For more information see "Working with DGX Pages" on page 10. My Pages Opens the list of your own market data pages. For more information see "Working with Pages" on page 8. Chat Opens the Chat window. For more information see "Working with DGX Chat" on page 52. Styles Opens the Select Color Style window. For more information see "Customizing a Pages Display Colors" on page 51. DGX Store Opens the DGX Store window. For more information see "Working with the DGX Store" on page 66. Help Hide <> Show Opens the DGX User Guide in a PDF format. Controls the display of the top ribbon bar. Click the Hide button to hide the ribbon bar; to then display the ribbon bar again (once it has been hidden), you click the Show button. Lets you access a list of your favorite search parameters. See "Working With Your Favorite Run Searches" on page 51 Opens a list of your recently run search parameters. See "Accessing Recently Run Searches" on page 51. Searches for the regular widgets that match the defined search parameters (as defined in the Search field). See Section 6. on page 46. Searches for the chart widgets (both real time and historical) that match the defined search parameters (as defined in the Search field). See Section 6. on page 46. This functionality is not yet supported. Lets you search for the market data you want to display. For more information see "Overview of Using the Search Tool" on page 46.
Favorites Recents Search Data Chart
Commentary Search field
2.
Working with Pages

In DGX you work with pages in the DGX window. In the DGX window you can: Open pages (Section 2.1 on page 9) Work with a DGX page (Section 2.2 on page 10) Open a new page (Section 2.3 on page 12) Save a page (Section 2.4 on page 13)
DGX User Guide
Access a saved page (Section 2.5 on page 15) Edit a page (Section 2.6 on page 16) Delete an existing page (Section 2.7 on page 16) Rename an existing page (Section 2.8 on page 17) Setting your own default page (Section 2.9 on page 17)
If necessary, you can open multiple DGX windows simultaneously. To open a new DGX window see "Opening A New Page" on page 12.
2.1
Overview on Opening a Page in DGX

In DGX, at any point in time you can open a pagethis includes opening a new page (from the DGX button) or a DGX page (from the DGX Pages button) or an existing page (from the My Pages button). You can open any of these pages: In the current window In a new window
It is important to note that whenever you open a page in DGX, the system automatically saves a draft copy of this page for your user. This is true whether you are opening: A new page In this case, the draft page opens with the default name "New Page". A DGX page In this case, the draft page opens with the name as assigned by the system, e.g., "Global Markets" or "Morning Briefing". An existing page (opened from your My Pages list). In this case, the draft page opens with the name you assigned to the existing page. Because each page in the system must have a unique name, if you are opening a new page and there is already a page called New Page in your My Pages list, or if you are opening a DGX page and there is already a page in your My Pages list with that name, the system adds an incremental number in brackets after the actual name, e.g., "New Page [1]" or "Global Markets [1]". When you then make changes to the current page, these changes are automatically saved to the draft copy, but are not automatically saved to the page itself. That is, you will need to manually save any changes you make (see Section 2.4 on page 13).
Why are changes automatically saved to the draft copy?

By automatically saving changes to draft pages, DGX ensures that all your changes are always available. This is because although whenever you open DGX it opens with the default page for your user, if when you last exited the system there were unsaved changes in any of the draft pages you were working on, DGX will ask you if you want to open any of these pagesas seen in Figure 1 on page 10.
DGX User Guide
Figure 1: You Can Open Unsaved Drafts When You Next Access DGX
If you open these drafts, you can then save the changes to each of these pages manually. If you do choose to open any of the unsaved drafts, each one is opened in its own window. This is in addition to the window opened for your default page. If you choose to not open an unsaved draft at this stage, its changes will be discarded.
2.2
Working with DGX Pages

DGX contains a number of predefined pages known as the DGX pages. These include (but are not limited to) the following: Morning Briefing Global Markets Foreign Exchange FX Currency Pair Focus Interest Rates Equity Commodity Base Metals Commodity Oil
You access the predefined DGX pages via the DGX Pages button on the ribbon bar as seen in Figure 3 on page 11. These predefined pages can be used as is or they can be used as a starting point, to give you an idea of how you can build a page and an introduction to the sort of information you can include. Because these pages are read-only, whenever you open one of them DGX automatically creates a temporary copy (or draft) of the selected page for you on your screen. By default the system assigns to the temporary copy that is opened the name of the source DGX page, e.g., Foreign Exchange or Interest Rates, etc. However, if you have previously saved a page with this same name, then the system automatically adds a sequential number in brackets after it (as seen in Figure 2) to make it unique.
10
DGX User Guide
Figure 2: A Page Name Must Be Unique
You can work on this temporary copy just as you would work with a regular page, for example, you can modify its content, save it, delete it, etc.1 If you save it, you will then subsequently access it via the My Pages button (see "Accessing an Existing Page" on page 15).
Figure 3: Accessing the Predefined DGX Pages
A DGX page can be opened: In the current window. If it is opened in the current window, the current page is overwritten by a temporary copy of the selected DGX page. In addition, the name of the current page is also overwritten by the name of the selected DGX page. Note that if there are any unsaved changes in the current page, when you open a copy of a DGX page the system notifies you that the current page contains unsaved changes. You can then choose to automatically save the changes to the current page (by clicking the Yes but-
1.
For a full list of what you can do with a page, see Section 2. on page 8.
11
DGX User Guide
ton) or to discard the unsaved changes (by clicking the No button). In addition, if the current page is a new page, at this stage you will be able to define the pages name. In a new window.
To access a predefined DGX page: 1. In the portal, on the ribbon bar click the DGX Pages button. 2. Click the relevant page and then: To open it in the current window click the Open button. If the current page contains unsaved changes, a message appears to let you know. You must decide if you want to save the changes or not. The temporary copy of the DGX page opens in the current window. To open it in a new window click the Open in new window button. The temporary copy of the DGX page opens in a new window.
2.3
Opening A New Page

At any time you can open a new page. Whenever you open a new page, DGX automatically saves a draft copy of this page for your user and assigns it the default name New Page (as seen in Figure 4 on page 12).
Figure 4: A New Page Is Assigned a Default Name
However, if you have previously saved a page into the system with this same name, then when you next open a new page the system automatically adds a sequential number in brackets (as seen in Figure 5 on page 12) to ensure that its name is unique.
Figure 5: Each Page Must Have a Unique Name
Once you have opened a new page, you can then work on it, for example, you can add content, save it, delete it, etc. For a full list of what you can do in the page, see Section 2. on page 8. You open a new page from the DGX button on the ribbon bar (as seen in Figure 6 on page 13). A new page can be created: In the current window. If it is opened in the current window, the current page is overwritten by the new page. In addition, the name of the current page is also overwritten by the name of the new page. Note that if there are any unsaved changes in the current page, when you open a new page the system notifies you that the current page contains unsaved changes. You can then choose to automatically save the changes to the current page (by clicking the Yes button) or to discard the unsaved changes (by clicking the No button). In addition, if the current page is a new page, at this stage you will be able to define the pages name.
12
DGX User Guide
In a new window.
Figure 6: Creating a New Page
To add a new page: 1. On the ribbon bar click the DGX button. 2. To open it: In the current window, click the New Page option. The new page opens in the current window. If the current page contains unsaved changes, a message appears. You must decide if you want to save the changes or not. The new page opens in the current window ready for you to define. In a new window, click the New window option. The new page opens in a new window.
2.4
Saving a Page
When you make changes to the draft copy of the current page, although these changes are automatically saved to the draft copy1, you must save the changes to the actual page itself. If you have made changes to the current page, when you then open another page (either a new page or a copy of a DGX page or one of your own pages) in the current window, the system asks you if you want to first save the changes to the current page before continuing. However, you can also save the changes manually, in one of two ways, using the Save command or the Save as command. Both these commands are accessed via the DGX button as seen in Figure 7 on page 14.
1.
For more information see Why are changes automatically saved to the draft copy?
13
DGX User Guide
Figure 7: The Save Options Are Available Via the DGX Button
If you save the page: Using the Save command, in general the system saves the page into your My Pages list using the current name assigned to the page. However, note that the first time you save a new page or a copy of a DGX page, the system gives you the opportunity to change the default name assigned by the system. This lets you assign the page a meaningful name, tailored to your needs. Using the Save as command, this saves a copy of the existing page into your My Pages list with a new name. To do this, you must of course assign the new page a unique name. This functionality is useful if, for example, you are working on an existing page and want to keep both the original page as it is as well as save a different version of it. You cannot define a name with more than 30 characters.
To save the current page: 1. In the current page, after making any changes, click the DGX button. 2. Click Save. If: It is an existing page, it is immediately saved into your My Pages list with its existing name. It is the first time you are saving a new page or a copy of a DGX page, the Save Page window opens. In this window you can optionally change the default name of the page before clicking the Save button. It is then saved into your My Pages list with this defined name. To save a copy of the current page as a new page: 1. On the ribbon bar click the DGX button.
14
DGX User Guide
2. Click the Save as option. 3. In the Save Page window enter the name of the new page. 4. Click Save. A copy of the current page is saved into the My Pages list under the new name and this new page is then opened in the current window.
2.5
Accessing an Existing Page

Once you have saved your own pages, you can later access any of them. You do this from the My Pages list (as seen in Figure 8 on page 15). No other user can access your pages. The newest page you have saved is always found at the bottom of the My Pages list.
Figure 8: Accessing Your List of Pages
Whenever you open one of your own pages, DGX automatically saves a draft copy of this page and assigns it the name you assigned to the existing page. You can open one of your pages: In the current window.
15
DGX User Guide
If it is opened in the current window, the current page is overwritten by the selected page. In addition, the name of the current page is also overwritten by the name of the selected page. Note that if there are any unsaved changes in the current page, when you open the selected page the system notifies you that the current page contains unsaved changes. You can then choose to automatically save the changes to the current page (by clicking the Yes button) or to discard the unsaved changes (by clicking the No button). In addition, if the current page is a new page, at this stage you will be able to define the pages name. In a new window.
To access one of your pages: 1. On the ribbon bar click the My Pages button. 2. In the My Pages window click the relevant page. 3. To open the page: In the current window click the Open button. If the current page contains unsaved changes, a message appears. You must decide if you want to save the changes or not. The selected page then opens in the current window. To open it in a new window click the Open in new window button. The page opens in a new window. If you do not see the Open and Open in new window buttons, click the Done button.
2.6
Editing a Page
In DGX you can edit a pages content to meet your requirements. You do this by adding and/or removing content in the form of widgets. You can add multiple widgets into any page from any number of the supported asset classes. To ensure optimal performance, in a single page you can add up to 15 widgets. For more details on working with widgetssuch as adding them, removing them, and editing their content, etc. see Section 3. on page 18. Besides the content, you can also edit the pages color, as well as the color of the widgets. For more information, see Section 7. on page 51. It is important to note that in the current page, although changeswhether to the displayed widgets, to the widget content, or to the colors, etc.are automatically saved into the draft copy of this page1, these changes are not automatically saved into the actual page itself. For more information on the saving functionality, see Section 2.4 on page 13.
2.7
Deleting an Existing page

You can permanently delete a page from DGX if it is no longer needed. You do this using the My Pages button on the ribbon bar, and then accessing the Edit options by clicking the Edit button. You cannot delete a page if it is the page currently open in the DGX window, or if it is the page set as your default page. Deleting a DGX page from the My Pages list only deletes your copy of the DGX page. It does not delete the actual DGX page from the system.
1.
For more information on this functionality see "Why are changes automatically saved to the draft copy?" on page 9.
16
DGX User Guide
To delete a page: 1. On the ribbon bar click the My Pages button. 2. In the My Pages window click the page you want to delete. It is highlighted. 3. Click the Edit button. 4. Click the Delete button. 5. Click OK. The page is removed.
2.8
Renaming an Existing Page

A pages name appears at the top of the DGX window (as seen in Figure 9 on page 17). At any point you can rename a page to meet your requirements, even if the page is currently open.
Figure 9: A Pages Name Is Displayed at the Top of the Window
You rename a page via the My Pages button on the ribbon bar, and then accessing the Edit options by clicking the Edit button. To rename a page: 1. On the ribbon bar click the My Pages button. 2. In the My Pages window click the page you want to rename. It is highlighted. 3. Click the Edit button. 4. Click the Rename button. 5. In the text box that opens define the new name and then click OK. If the page you have renamed is the current page, the new name appears automatically in the window.
2.9
Setting Your Own Default Page

When you first access DGX it opens with the Global Markets DGX pagethe systems default page. However, you can then choose any of the pages in your My Pages list to be your default page instead. Once you have defined your own default page, it is noted in the Your Pages list with a star as seen in Figure 10 on page 18. And subsequently, when you access DGX this is the page that is displayed by default. You cannot delete a page from your My Pages list if it is set as your default page.
17
DGX User Guide
Working with DGX Working with Widgets
Figure 10: The Star Denotes the Default Page That Opens When You Access DGX
To set your own default page: 1. On the ribbon bar click the My Pages button. 2. Click the star next to the name of the page which you want to be your default page. Its star appears in yellow and this page is saved into the system as your default page.
3.
Working with Widgets

In a page you can add and remove content in the form of widgets. Once you have added a widget (Section 3.1 on page 18) you can then: Move a widget around the page (Section 3.2 on page 21) Automatically rearrange the display of the widgets in the page (Section 3.3 on page 21) Configure a widgets content (Section 3.4 on page 22) Resize a widget (Section 3.5 on page 24) Delete a widget from a worksheet (Section 3.6 on page 25) Create a chart widget from an existing widget (Section 4.1 on page 26)
For more information on working with chart widgets, see Section 4. on page 25. To understand the use of color to indicate the change in the displayed market data see Section 3.7 on page 25.
3.1
Adding a Widget to a Page

You can add multiple widgets from any number of asset classes into any page. However, note that a page can contain a maximum of 15 widgets. Once you have added a widget to a page, you can then edit its content, move it around the page, delete it, etc. For a list of what you can do with a widget, see Section 3. on page 18. You can add a widget to a page in two waysvia the Search field or from the Build my page menu. However, regardless of how you add it, the system automatically positions each new widget in the best empty position on the screen, starting from the top right-hand corner and working across the screen to the left-hand corner.
18
DGX User Guide
Adding a widget: From the Search field lets you tailor your widget in advance. So if you search for widgets that contain market data for just the USD/JPY and USD/NOK currency pairs, then when you add one of the subsequently displayed widgets to the page from the Search Results window, it will automatically contain just those two currency pairs. For more information on using the Search functionality see Section 6. on page 46. From the Build my page menu lets you choose your widget according to the asset class and, optionally, a predefined group within that asset class. You access the menu from the Build my Page button on the ribbon bar. From this menu, you then filter the widgets first according to the relevant asset class or category (as seen at 2 in Figure 11 on page 20) and then, optionally, subgroups (as seen at 3 in Figure 11). From the filtered list, you add the required widget to the page using its Add button. The system then adds the widget in the best empty position in the screen1. If you add a widget from the Build my page menu, it is added with the default content defined for that widget and, if relevant, for the selected subgroup. What are subgroups? Each subgroup consists of a predefined set of underlying assets. So if you navigate through the FX group called Scandinavia, any widget added in this way will by default only contain the Scandinavian currency pairs defined in the system. Furthermore, the list of widgets available if you click on a subgroup will only contain the widgets based on multiple assets, and not those that only deal with a single asset.
1.
You can of course then manually move each widget individually (see Section 3.2 on page 21) or instruct the system to automatically rearrange all the widgets in the page (Section 3.3 on page 21).
19
DGX User Guide
Figure 11: Adding a Widget to a Page
In addition, at any time in the Build my page menu you can also filter the displayed widgets by typing in the Filter field. If you do this, the system then only lists the widgets whose names include the defined text (as seen at 1 in Figure 12 on page 21). Once you have filtered the widgets, to clear the filter click the x icon (as seen at 2 in Figure 12).
20
DGX User Guide
Figure 12: Filtering the List of Widgets Displayed in the Build My Page Menu
To add a widget to a page using the Build my page menu: 1. In the page, click the Build my page icon (as seen at 1 in Figure 11 on page 20). 2. From the menu that appears click the asset class for which you want to see the list of available widgets (as seen at 2 in Figure 11). 3. Optionally, select a group (as seen at 3 in Figure 11). If you do this, the list of available widgets may be altered accordingly. 4. Optionally, filter the listed widgets by typing in the Filter field (as seen at 1 in Figure 12). If you do this, the system then only lists the widgets whose names include the defined text. 5. From the list of available widgets, click the widget you want to add (as seen at 4 in Figure 11). The widget is automatically added to the page with the default content.
3.2
Moving a Widget in a Page

You can manually move any widget anywhere in a page (even on top of another widget). You do this by simply selecting the widgets top toolbar and dragging it. For more information on instructing the system to automatically rearrange all the widgets in a page, see Section 3.3 on page 21. To move a widget in a page: 1. In the page, point at the widgets top toolbar. The arrow symbol changes to a cross. 2. Click the mouse in the top toolbar. 3. Drag the widget to its new position. As you drag it, it temporarily changes to a transparent view. 4. Release the widget in the new position.
3.3
Automatically Rearranging the Widgets in a Page

Once you have inserted widgets into a page, at any point you can manually move them around (as seen in Section 3.2 on page 21). However, you can also instruct the system to automatically rearrange the displayed widgets for you.
21
DGX User Guide
If you choose to do this, the system rearranges all the displayed widgets to make the best use of the available space. To automatically rearrange the widgets in a page: 1. In the page on the ribbon bar click the DGX button. 2. Click Rearrange widgets.
3.4
Configuring a Widgets Content

You can configure the content for any widget in the current page. You do this using the Configure Widget icon on the relevant widgets ribbon bar (as seen in Figure 13 on page 22). Using this icon you can edit, as relevant: The underlying asset(s) The tenor(s) What data is displayed
Figure 13: A Widgets Configure Icon
After configuring a widgets content, even if you have added extra columns or rows to the widget, the widget is not automatically resized. To resize it manually according to your requirements, see "Resizing a Widget" on page 24. To define the elements of a widget in the Customize window you can: Use free text Use the autocomplete function As you type in the information you want to include, the system automatically displays the supported options for you. So, as seen in Figure 14, if in the IR Government Bonds widget you type yi in the Columns field, the system displays all the options that contain yi.
Figure 14: Using the Autocomplete Function to Define a Widgets Content
In addition, for widgets which support multiple underlying assets, for the underlying assets you can use one of the predefined groups instead. So for example, in FX, instead of entering
22
DGX User Guide
each currency pair individually, you can instead use one of the pre-defined groups of currency pairs, such as Majors or Scandinavia1; in IR, instead of entering each currency individually, you can instead use one of the pre-defined groups of currencies, such as Eastern Europe or Middle East. Select options from the predefined list. If options are already displayed in a field, enter a , to display all remaining supported options for that field, as seen in Figure 15. If there is no option displayed in a field, enter a space. If all the available options are already defined, there is no pre-defined list displayed.
Figure 15: Accessing the Widgets Predefined List of Supported Options
To configure a widgets content: 1. In the widgets top toolbar click the Configure Widget icon (as seen in Figure 13). The widgets Configure window opens (as seen in Figure 16).
Figure 16: The Widgets Configure Window
2. Edit the content as relevant. To add content, in each row enter the relevant free text, or select the content from a predefined list. To remove content, simply delete it from the relevant row. 3. Click Apply. The widget is updated with the defined content.
1.
Currently the use of the groups for the underlying assets is only supported in the FX asset class (where you can use any of the following predefined groups of currency pairs and in the IR asset class. Once you have added a group, subsequently, when you next access the customization setting, you see the list of underlying currency pairs in the group, not the group name itself.
23
DGX User Guide
3.5
Resizing a Widget
By default when you add a widget it is sized so that you can see all its content. However, if you then edit its content (either adding or deleting content as required), the widgets size is not automatically updated. If, for example, you add more columns or more underlying assets, you may need to make the widget larger to see this additional information. Similarly, if you have added lots of widgets to a page, you may want to make some of them smaller to fit them all in. Accordingly, the system allows you to manually resize each widget individually, by changing its dimensions. You do this by dragging the borders of the widget to the required size. By dragging the relevant border you can: Change only the widgets width. Change only the widgets height. Change both the widgets width and height simultaneously. This changes the widgets size proportionally. To change a widgets width or height: 1. Point the cursor at the widgets left-hand, right-hand, or bottom border. The cursor turns into a two-directional arrow (as seen in Figure 17 on page 24).
Figure 17: Resizing a Widget
2. Click the cursor. 3. Drag the cursor to change the width or height of the widget. To change a widgets width and height simultaneously: 1. Point the cursor at the widgets bottom right-hand corner. The cursor turns into a twodirectional arrow (as seen in Figure 18 on page 24).
Figure 18: Changing a Widgets Width & Height Simultaneously
2. Click the cursor.
24
DGX User Guide
Working with DGX Working with Chart Widgets
3. Drag the cursor to change the widgets width and height simultaneously and proportionally.
3.6
Deleting a Widget from a Page

You can delete any widget from a page. To delete a widget from a page: In the page, on the widgets toolbar click the Close button (as seen in Figure 19). The widget is removed from the page.
Figure 19: Closing a Widget
3.7
Understanding the Use of Color to Indicate Change in a Widget

In some widgets you can choose to display the change in certain data elements, for example, in the Multi Asset Futures Prices widget you can see the % change in an assets futures price and in the IR Government Bonds widget you can see the actual difference between the current yield and the yields close price on the previous business day. In these widgets, as seen in Figure 20 on page 25, if the current value is higher than the previous value to which it is being compared, the value is displayed in green; if the current value is lower than the previous business value, the value is displayed in red.
Figure 20: The Direction of the Change Is Indicated Using Green and Red
4.
Working with Chart Widgets

Chart widgets are available in all of the asset classes. These widgets let you display certain sets of market data in a graphical format, such as the IR swaption volatility surface or the FX forward curve for a single currency pair.
25
DGX User Guide
Once you have inserted the relevant chart widget into the page, you can then customize it to meet your needs. There are two types of chart widgets available: Historical charts Historical charts let you plot the relevant historical market data for a defined period. For more information on working with the Historical Analysis widget see Section 5. on page 31. Real time charts1 These are charts which plot the real time market data for the relevant market data category. You can insert a chart widget in any of the following ways: Via the Build my page button. See "Adding a Widget to a Page" on page 18 This method is only supported for real time chart widgets.
From a market data widget itself. See "Creating a Chart Widget from an Existing Widget" on page 26. From the Search functionality. See Overview of Using the Search Tool on page 46.
Besides the general information on how to work with widgets (as described in Section 3. on page 18) if the widget is a chart widget you can also: Print the content (Section 4.2 on page 27) This function is only supported for a chart widget. Export the content (Section 4.3 on page 28) This function is only supported for a chart widget. Turn the display of lines on or off (Section 4.4 on page 29) This function is only supported for a chart widget and only if it contains multiple lines. Zoom into the widget (Section 4.5 on page 29) This function is only supported for a chart widget.
4.1
Creating a Chart Widget from an Existing Widget

Besides being able to access a chart widget from the list of widgets for each asset class, you can also insert a chart widget via the relevant market data widget itself. You do this by right clicking an element in the widget, and then clicking on the relevant chart. If you can right click an element to access a chart, then when you point at the element the cursor changes into a hand icon (as seen in Figure 21 on page 26).
Figure 21: The Hand Icon Indicates That You Can Create a Real Time Chart From this Element
1.
This functionality is not yet supported for all asset classes or for all widgets.
26
DGX User Guide
From any supported widget, depending on the element you are pointing at, you can access either of the following: Historical charts, i.e., the Historical Analysis widget For more information on working with the Historical Analysis widget see Section 5. on page 31. To access this widget see Section 5.1 on page 32. Real time charts These charts can be accessed from an existing widget by right-clicking: An asset name. This gives you access to real time charts that are not single tenor related, e.g., for the volatility surface, the forward curve, the yield curve, etc. A tenor in a single asset volatility-related widget. This gives you access to the Vol Smile chart for a single tenor. A column header This gives you access to the relevant real time charts for this widget. What real time charts are available? From an FX widget, and depending on the widget, you can access the: Vol Surface chart (this is displayed for multiple tenors) Vol Smile widget (for a single tenor) Forward Curve chart Forward Pips Curve ATM Vol Curve 25 Delta Risk Reversal Curve 25 Delta Butterfly Curve Base Depo Curve Term Depo Curve From an IR widget, depending on the widget you can access the following: Yield Curve chart Swaption Normal Vol chart Cap Normal Vol chart Bond Description An EQ widget, depending on the widget you can access the following: The Implied ATM Vol chart The Vol Surface chart From a CM widget, depending on the widget you can access the following: Swap Curve chart ATM Vol Curve chart Forward Curve chart Volatility Smile chart (for a single tenor) So for example, in the EQ Historical Correlation widget, if you right-click an asset name you can access the Implied ATM Vol Chart widget for this single asset; if you right-click a displayed value, you can access the Historical Analysis widget for the two assets that contribute to that value.
4.2
Printing a Chart Widget

If the widget is a chart widget, you can also print it. To print a widget: 1. In the relevant widget click the Print the chart button (as seen in Figure 22 on page 28).
27
DGX User Guide
Figure 22: Printing a Chart Widget
2. In the Print window that opens select the printer, define the printing parameters, and then click Print.
4.3
Exporting a Chart Widget

If the widget is a chart widget, you can export the information in it so it can be used outside of DGX. You can export a chart widget in any of the following formats: PNG1 JPG SVG PDF2
To export a chart widget: 1. In the relevant widget click the Export the chart icon (as seen in Figure 23 on page 28).
Figure 23: Exporting a Chart Widget
2. In the popup that opens, select the format to which you want to export the widgetPNG, JPEG, SVG, or PDF. 3. In the File Download window click Open or Save as relevant. If you click Open, the system then opens a copy of the widget in the selected format.
1. 2. To export a chart widget to a PNG format, you must ensure that your machine is configured appropriately. To export a chart widget to a PDF format, you must have either Adobe Reader or Adobe Acrobat installed on your machine. Adobe Reader is a free piece of software for viewing PDF documents, and it can be downloaded from www.adobe.com.
28
DGX User Guide
If you click Save, the system opens the Save As window from where you can save it in the selected format into the required location.
4.4
Turning Lines On or Off in a Chart Widget

When a chart contains multiple lines (as in, for example, the IR Swaption Vol Chart widget or the CD CDS Curve widget), you can turn any of these lines on or off as relevant. This functionality makes it easier for you to see just the information you need. You turn any line on or off by clicking it in the key area, as seen at 2 in Figure 24 on page 29.
Figure 24: You Can Turn the Display of Any Line On or Off
4.5
Zooming Into a Chart Widget

If the widget is a chart widget, you can zoom into it. This functionality makes it easier to see exactly the information you require. You can: Mouse over the chart to see the actual data at each spot you point at. As you move the cursor over the chart, the results for each displayed element are updated (as seen in Figure 25 on page 30).
29
DGX User Guide
Figure 25: Seeing the Chart in More Detail
Zoom in on a period of particular interest. You define the section to zoom in on by clicking in the chart and dragging to highlight the required area (as seen in Figure 26 on page 30). The highlighted area is the area that will then be zoomed in on.
Figure 26: Zooming In On An Area of the Chart
30
DGX User Guide
Working with DGX Working with the Historical Analysis Widget
Once you have zoomed in on an area of the chart, to reset the chart to its original zoom focus, click the Reset zoom button (as seen in Figure 27 on page 31).
Figure 27: Resetting a Widget Charts Original Size
5.
Working with the Historical Analysis Widget

The Historical Analysis widget lets you perform historical analysis by enabling you to create charts of historical market data across multiple asset classes and underlyings. The tool is highly flexible. For a specific period it lets you: Chart any one or more of the defined market data parameters. Define correlation definitions between two market data parameters and chart them. Create a formula which combines any of the defined market data parameters using mathematical formulas and chart the results.
In the widget itself, by default you see the area where you define which charts to plot and the generated charts area. However, you can choose whether you see both areas or only the generated charts area using the arrow icon, as seen in Figure 28.
Figure 28: This Icon Lets You Control The Display of the Historical Analysis Widget
To work with the Historical Analysis widget: 1. You access the Historical Analysis widget. See Section 5.1 on page 32. 2. You then specify your market data parameters, for example, USD/JPY spot, 1Y USD swap rates, or historical spot rates for Microsoft over the last 6 months. See Section 5.2 on page 32. 3. Define the chart type to be displayed. See Section 5.3 on page 34.
31
DGX User Guide
4. Once you have defined market data parameters you can then Define correlation definitions between two market data parameters. See Section 5.4 on page 35). Create a formula which combines any of the defined market data parameters using mathematical formulas. See Section 5.5 on page 36. Add one or more technical analysis indicators. See Section 5.8 on page 41. 5. You define the period for which you want to create the charts. By default it is set to a year, measured backwards from the current date. 6. Optionally you can choose to scale all parameter values to a percentage of the parameter value on a defined date. Section 5.7 on page 40 7. Once you have created the relevant elements, you can then create charts for them. See Section 5.6 on page 37. 8. After generating the relevant charts, you can then work with them. See Section 5.9 on page 43.
5.1
Accessing the Historical Analysis Widget

The Historical Analysis widget is accessed via an existing widget. In an existing widget: If you right click a value for a specific underlying asset, e.g., GBP/USD (as seen in Figure 29), and then click the Historical Chart popup, you access the Historical Analysis window for this asset. In the Bonds widget for the Bonds asset class, you right click the bonds ISIN number.
Figure 29: Opening the Historical Analysis Widget for a Single Asset From a Widget
If you right click an underlying assets name, and then click the Historical Chart popup, you access the Historical Analysis widget for this asset1.
5.2
Defining Market Data Parameters in the Historical Analysis Widget

By default, when you access the Historical Analysis widget it is automatically opened with one or more market data parameters, depending on how you accessed itby right clicking a value in a widget (see Section 4.1 on page 26) or by entering a search definition in the Search textbar (see Section 5.1 on page 32).
1.
This functionality will be available shortly for the FX asset class.
32
DGX User Guide
Once the widget is opened, you can then add extra market data parameters to it. You do this by simply dragging the required element from any open widget in the current page into the Historical Analysis widget. If you can add an element to the Historical Analysis widget, when you point at it the cursor changes into a hand icon (as seen in Figure 30).
Figure 30: The Hand Icon Indicates that the Value Can Be Added to the Historical Analysis Widget
The maximum number of market data parameters that you can include in the Historical Analysis widget is 10. Once you have added a market data parameter to the Historical Analysis widget you can then delete it. You do this using its Delete button. To manually add a market data parameter to an open Historical Analysis widget: 1. In the widget from which you want to add a market data parameter, point at the required element. The cursor turns into a hand icon. 2. Click the element and drag it into the Historical Analysis widget (as seen in Figure 31).
Figure 31: Adding Elements to the Historical Analysis Widget
33
DGX User Guide
To remove a market data parameter from an open Historical Analysis widget: For each market data parameter that you want to remove click its Delete button (as seen in Figure 32 on page 34).
Figure 32: Deleting a Market Data Parameter From a Historical Analysis Widget
5.3
Defining the Chart Type in the Historical Analysis Widget

In the Historical Analysis widget, by default the charts are plotted as lines. However, you can then define the type of chart you want to see. Currently this functionality is only supported for the FX and EQ assets.
You can choose between the following types of chart: Area chart This setting plots the data as a line. This is the default type of chart plotted. Candlestick chart This setting plots the data using candlesticks, each of which represents the price movement over a given period, currently a single day. As seen in Figure 33 on page 35, each candlestick is generally composed of a body (which is blue or white) and a wick above and below the body. The body shows the range between the opening and closing rates in that period; the wick above the body represents the highest rate in that period, and the wick below the body represents the lowest rate in that time period. And the color of the body itself indicates whether the opening or closing rate was higher in that period: If the body is white, then the closing rate was higher than the opening rate. If the body is blue, then the closing rate was lower than the opening spot rate. If there is no wick above or below the body, this indicates that the relevant rate (the highest or the lowest) was the same as the opening or closing rate (depending on the color of the body).
34
DGX User Guide
Figure 33: Understanding the Candlestick Chart
OHLC (open-high-low-close) chart This setting is used to represent the price movement over a given period, currently a single day. Each vertical line (as seen in Figure 34 on page 35) shows the range between the highest and lowest rates in the period, with tick marks (or branches) projecting from the sides to indicate the opening rate (on the left) and the closing rate (on the right).
Figure 34: Understanding the OHLC Chart
You set the type of chart using the Area dropdown list as seen in Figure 35 on page 35.
Figure 35: Choosing the Chart Type
5.4
Working with Correlations in the Historical Analysis Widget

While being able to chart how any number of your market data parameters have performed over a defined period is certainly useful, you may also want to see the correlation between two of these market data parameters. For example, besides seeing the performance of the 1-year IR swap rate and the 10-year IR swap rate you may also want to see the correlation between the two market data parameters over the same period.
35
DGX User Guide
In the Historical Analysis widget, once you have entered two or more market data parameters, you can then create correlation definitions. Each correlation definition lets you plot the historical correlation between any two defined market data parameters. To define a correlation definition, in addition to specifying the two market data parameters for which you want to see the correlation, you must also specify the following parameters: Frequency The Frequency dropdown list specifies the period (in terms of business days) used to calculate the returns data for each of the selected time series. The returns data is then used in the correlation calculation. For example, if you specify a frequency of 1 day, then for each time series the returns data for each day is calculated by taking the results on that day / results on the previous business day. If you instead set the frequency to 2 days, then for each time series the returns data for each day is calculated by taking the results on that day / results on the day that is two business days prior to it. Tenor The Tenor dropdown list defines the number of samples taken when calculating the correlation. For example, if you specify 6M, each point plotted on the chart will indicate how correlated the two sets of market data were over the six months up to that date; if you specify 1Y, each point plotted on the chart will indicate how correlated the two sets of defined market data were over the year up to that date. You can define up to two correlation definitions. To define a new correlation definition: 1. In the Historical Analysis widget (see "Accessing the Historical Analysis Widget" on page 32) define the relevant market data parameters (as described in Section 5.2 on page 32). 2. Check a Correlation check box. 3. Define the two market data parameters between which you want to see the correlation. 4. Define the tenor. 5. Define the frequency. 6. Define whether you want the correlation definition to be plotted on the left or right axis.
5.5
Working with Formulas in the Historical Analysis Widget

In the Historical Analysis widget you can define up to two arithmetic formulas (each of which you can assign a unique name) based on any of the defined market data parameters and correlation definitions. Once you have created the formulas, you can then plot the results in separate charts. The resultant chart plots, for each date in the specified period, the result of the defined formula. You construct each formula using arithmetic operators, variables (these refer to the market data parameters), numbers and brackets. You can use the following arithmetic operators in your formulae: +, -, *, /, ^ (i.e., power), Min, Max, Ln, Exp, Abs and Sqrt For variables, you reference the line of the market data parameter, e.g., a or b or c, and the defined correlations (correlation1 and/or correlation2), that you want to include in your formula. For example, suppose you want to create a chart that plots the average of the daily closing prices of two stocks. First, you would specify the two market data parameters, each including the closing spots of the two stocks, as seen at 1 in Figure 36 on page 37. In the Formula area, to specify that you want a chart that plots the average of these two market data parameters, you would enter the formula (a+b)/2, as seen at 2 in Figure 36.
36
DGX User Guide
When defining a formula you must also define your own formula title. This title is then used for this line in any generated chart (as seen at 3 in Figure 36), and will help you to remember what that particular formula does.
Figure 36: Charting a Formula in the Historical Analysis Widget
To define a new formula in the Historical Analysis widget: 1. In the Historical Analysis widget (see "Accessing the Historical Analysis Widget" on page 32) define the relevant market data parameters (as described in Section 5.2 on page 32). 2. In the Formula1 or Formula2 field define the formula using variables, numbers, and arithmetic operators as relevant. 3. In the Name field assign the formula a meaningful name, such as Swap rates spread or EQAverageSpot. 4. In the Axis dropdown box define whether you want the formula to be plotted on the left or right axis.
5.6
Generating Historical Analysis Charts

In the Historical Analysis widget, once you have defined the data you want to chart (i.e., the market data parameters, correlation definitions, and formulas)1, you are then ready to create charts to meet your needs.
37
DGX User Guide
You can generate a line chart for any or all of the data elements defined in the page simultaneouslymarket data parameters, correlation definitions, and formulas. You indicate which data elements to chart by checking the check box next to each row you want to include. For example, in Figure 37 on page 38 you are telling the system you want to chart MSFT.NQ Spot, Close, CSCO.NQ Spot, Close, and Formula1.
Figure 37: Defining Which Elements You Want to Chart
You then check the Generate button. When you click this button, DGX generates a line for each checked row. Because you can include any number of lines in a single chart, you should note that the different lines may consist of very different scales of data. Accordingly, DGX gives you the option to assign different lines to two different scales (as seen in Figure 38 on page 39), one on the left axis and one on the right axis. If you do this, the system will then assign each checked row to the relevant axis. If you do not want the system to use two scales, make sure that all lines are assigned to the same axis.
1.
For more information on how to do this see "Defining Market Data Parameters in the Historical Analysis Widget" on page 32, "Working with Correlations in the Historical Analysis Widget" on page 35, and "Working with Formulas in the Historical Analysis Widget" on page 36
38
DGX User Guide
Figure 38: Assigning Underlying Assets With Very Different Values to Different Scales
To create charts in the Historical Analysis widget: 1. Access the Historical Analysis widget (see "Accessing the Historical Analysis Widget" on page 32). 2. Define the period for which you want to see the data charted. By default this is set to a year, measured backwards from the current date. You edit the period by specifying the start and end dates of the period in the From and To fields. You can manually enter the date in each field or click its Calendar icon to open the calendar where you can then select a date. 3. Optionally, choose to scale all parameter values to a percentage of the parameter value on a defined date. You do this by entering the date in the Scale to 100% on this Date field. For more information on this functionality see "Scaling All Parameter Values to a Percentage of the Parameter Value on a Defined Date" on page 40. 4. Define all the elements you want to chart. For more information on how to do this see the following sections: "Defining Market Data Parameters in the Historical Analysis Widget" on page 32. "Working with Correlations in the Historical Analysis Widget" on page 35. "Working with Formulas in the Historical Analysis Widget" on page 36). 5. Define which of the available elements you want to chart. You do this by checking the checkbox next to each row that you want to chart.
39
DGX User Guide
6. For each row that you want to chart, decide on which axis you want to see its scale using the Axis dropdown list. 7. Click Generate. In the charts area at the bottom of the widget, a chart is displayed for each selected row.
5.7
Scaling All Parameter Values to a Percentage of the Parameter Value on a Defined Date
For each chart generated, you can instruct the system to set the parameter value on a defined date to 100% (or 1). The system then plots the parameter value on each of the other dates in the defined period as a percentage of the parameter value on the defined date (which is itself set to 100%) as seen in Figure 39 on page 40. Of course, if you have multiple plotted lines in a single chart the system carries out this action for each line individually.
Figure 39: Scaling All Parameters to a Percentage of the Parameter Value on a Defined Date
40
DGX User Guide
To scale all parameter values to a percentage of the parameter value on a defined date: 1. After generating your charts, in the Scale to 100% on this Date field enter the date for which you want to see the value set to 100%. 2. Click the Generate button.
5.8
Working with Technical Analysis Indicators in the Historical Analysis Widget

In the Historical Analysis widget you can choose to include technical analysis indicators. These indicators are part of a discipline which states that understanding the movement of historical data can help you to forecast the future direction of that same data group. You can choose to include any of the following technical analysis indicators: Moving average This indicator lets you plot the moving average for a defined period. Currently in DGX the defined period is set to a number of days. What is a moving average? The moving average on any given date is the average of the closing spot over the defined period prior to this date. Accordingly, this indicator lets you smooth out the display of the data. This in turn can let you then more easily see the direction of any trends as well as identify any longer-term trends or cycles. If required, you can choose to include 2 moving average indicators, each covering a different period, for example, 10 days and 50 days. Exponential moving average This indicator lets you plot the exponential moving average for a defined period. Currently in DGX the defined period is set to a number of days. What is an exponential moving average? It is similar to the moving average, only with exponentially more weight being given to recent data. So when calculating the value for a given date, the system does not give equal weight to all the closing spot rates in the defined period. Instead, it gives more weight to the closing spot rates on dates closer to the given date than it does to the closing spots on dates that are farther away in time from the given date. Bolinger bands This indicator lets you plot the bolinger bands for a defined period. Currently in DGX the defined period is set to a number of days. What are bolinger bands? They are 2 volatility bands, 1 placed above and 1 placed below the moving average. The volatility is based on the standard deviation, which changes as the volatility increases and decreases. Accordingly, this indicator lets you see the volatility of the data and provides a relative mapping of the high and low values. RSI (relative strength index) This momentum oscillator indicator lets you plot the strength or weakness of an asset based on the closing price movements over a defined period. Currently in DGX the defined period is always set to a number of days, and by default it is set to 14 business days. It is calculated as the ratio of higher closes to lower closes. An asset with more or stronger positive changes has a higher RSI than an asset which has had more or stronger negative changes. Measured on a scale of 0-100, if the value on a certain day is above 70 it is considered overbought, if it is below 30 it is considered oversold. Rate of change This pure momentum oscillator indicator lets you plot the percentage change in the closing prices between 2 dates. This is the change between the closing price on a given date and the
41
DGX User Guide
closing price on the date the defined number of business days before that date. In DGX the defined number of business days is set to 14 by default. This indicator shows the trend, whether the momentum (which is the rate of the rise or fall in price) is positive or negative. If the value on a given date is negative the momentum is negative; if the value is positive, the momentum is positive. MACD (moving average convergence/divergence) This indicator lets you plot trends and momentum in an asset's average closing price over a defined period. You can choose up to 2 periods. Currently in DGX each defined period is set to a number of days. This indicator shows the trend, whether the momentum (which is the rate of the rise or fall in price) is positive or negative. If the value on a given date is negative the momentum is negative; if the value is positive, the momentum is positive. Currently this functionality is only supported for one asset in the Historical Analysis widget. So if you have a number of assets in the widget, and you activate the technical indicators, you will only see the technical indicator charts for the first checked asset in the list of assets. You include any or all of these indicators in the widget using the Technical Indicators dropdown list as seen in Figure 40 on page 42.
Figure 40:
Each indicator that you check is then added to the chart area and added to the key area, as seen in Figure 41 on page 43.
42
DGX User Guide
Figure 41: Once Plotted Technical Indicators Are Added to the Key
To add an indicator: 1. Click the Technical Indicators dropdown list. 2. For each indicator that you want to include in the charts area: a. b. Click it so you can define the relevant period. To include it in the charts area, click the Apply button or check its checkbox.
5.9
Working with Generated Historical Analysis Charts

After you have created charts in the Historical Analysis widget you can then: Manipulate the zoom display of the generated data (see "Printing a Chart Widget" on page 27) Print the chart (see "Printing a Chart Widget" on page 27) Export the chart (see "Exporting a Chart Widget" on page 28)
5.9.1
Manipulating the Zoom Display in the Historical Analysis Charts

Once DGX has generated the charts, it displays (as seen in Figure 42): The plotted data. A scroller area (at the bottom of the chart area), which shows a simplified representation of the entire data set. This area is used by the viewer to move back and forth through the data set.
43
DGX User Guide
Figure 42: The Generated Charts in the Historical Analysis Widget
In the generated charts you can then do any of the following: Mouse over the chart to see the actual value on each date you point at. As you move the mouse over the chart, the result for each element in the chart is updated and the date for which the results are shown is also updated. Whether you see the results for a day, week or month depends on the back testing period chosen, the zoom chosen and on the range displayed. However, note that if you see the results for a week or month, the system displays the results for the last day of the period displayed.
Figure 43: Point at a Spot to See More Information
Zoom in on a period of particular interest. You do this by defining the zoom period to be displayed. You can do this in a number of ways: Using the Zoom tool. Using the Zoom buttons (as seen at 1 in Figure 44 on page 45), you can display a zoom period that is measured backwards from the current date. So if the current date is 25 October 2012 and you select 6M, you will see the period from 23 April 2012 to 24 October 2012.
44
DGX User Guide
The actual dates of the period shown is also noted as seen at 2 in Figure 44.
Figure 44:Zooming In for a Specific Period
In addition, the range of the period selected (relative to the entire back testing period) is indicated in the scroll area (as seen at 1 in Figure 45 on page 45).
Figure 45: You See the Selected Zoom Period Relative to the Entire Period
Defining the area to display in the scroll area. If you have defined a zoom period using one of the Zoom buttons, click in between the icons (as seen in Figure 46) and then drag to retain the period size and apply it to a different section of the entire back testing area.
Figure 46: Moving the Zoom Period
Alternatively, click one of the actual scroll icon (as seen in Figure 47) and drag to define the zoom area to display.
45
DGX User Guide
Working with DGX Overview of Using the Search Tool
Figure 47: Manually Defining the Zoom Period
In both cases, you again see the actual dates of the defined zoom period noted in the From and To fields.
6.
Overview of Using the Search Tool

DGXs powerful search engine is designed to let you find the relevant market data for your needs as simply as possible. You must first define your search parameters. To define your search parameters, you can manually enter any supported element. For more information on what you can include, see "Defining Your Search Parameters" on page 47. In addition, as you type in your search parameter(s), DGX automatically displays any previously run search parameters1 that match what you have typed so far. If any of the displayed options match your requirements, you can simply click it to use it. After you have defined the search parameters, you can choose to search for either of the following: For regular widgets only. You do this using the Search Data button. For chart widgets onlyboth real time and historical. You do this using the Chart button. After you activate the search, the system returns a list of all the widgets that match your search parameters. It lists them in the Search Results window. It is important to note that each widget displayed in the Search Results window is customized to meet your requirementsin so far as you have accurately defined those needs. So, for example, you are interested in the USD/JPY ATM volatility data. If you enter these parametersATM vol usdjpyinto the Search field, the system will return all widgets that contain USD/JPY ATM ATM volatility data. Because you defined the currency pair, DGX also tailors the listed widgets to only display this currency pair. Similarly, if you include tenors, e.g., 2M and 6M, the listed widgets will only contain the defined tenors (as seen in Figure 48 on page 47).
1.
In this way the system makes all previously run search parameters available to all users, regardless of which user requested it in the past. However, note that the system only lists previously defined search parameters if they were run successfully. That is, if the search could not be completed for a defined search parameter, it is not saved for future use by all users.
46
DGX User Guide
Figure 48: The Listed Widgets Are Tailored to Meet Your Requirements
In addition, DGX also suggests related widgets, which it adds to the end of the returned results. So for example, using the example of atm vol usdjpy 2m 6m, if you click the Chart button DGX will also suggest the 25 Delta Risk Reversal Curve Chart widget and the 25 Delta Butterfly Curve Chart widget. As such, the search engine provides a useful way of quickly creating a new widget tailored exactly to your requirements. Once the system has displayed the list of widgets that meet your defined requirements, you can then click each one in turn to view it in detail. You can then add any one of them to the current page, using the Add to page button. Once you have run a number of search parameters, you can then: Easily access a list of your recently run search parameters via the Recents buttons. For more information see "Accessing Recently Run Searches" on page 51. Access a list of your favorite search parameters. For more information see "Working With Your Favorite Run Searches" on page 51.
To run a search in DGX: 1. In the Search textbox enter your search parameters. For more information on what you can include, see "Defining Your Search Parameters" on page 47. 2. Click the Search Data or the Chart button. The system lists the relevant widgets. 3. Click the widget you want to add to the page and then click the Add to page button. The widget is added to the current page and the Search Results window is closed.
6.1
Defining Your Search Parameters

When working with the Search tool, you must define the search parameters. Following is a list of the elements you can actually include in the search parameters: Market data type You can define the market data type. So for example: For FX you can enter spot, forward, risk reversal (rr), butterfly (bfly), etc. For IR you can enter swap, stir, ois, swaption, etc. For CM you can enter future, swap, spot, nearby, etc.
47
DGX User Guide
For EQ you can enter spot, vol, etc. One or more underlying assets You can define one or more underlying assets. You define each underlying asset using its full name or its market shortcut, e.g., calorific coal or cbcoal, microsoft or msft, eurusd or e (as seen in Figure 49), gbp or british.
Figure 49: Using Shortcuts in Your Search Definition
You can also use a predefined group, e.g., Eastern Europe or Majors1. Modifiers You can define: One or more tenors, for example, implied vol usdjpy 3m 6m. One or more strikes. Crosses You can search for crosses for a particular currency (CCY). You do this by adding the word crosses, cross, or X after a currency name. DGX then returns the following: A list of crosses against the major currencies. In each currency pair the base currency is taken from the Majors group and the defined currency is always the term currency. A list of crosses against all the other currencies in the defined currencys regional group2, e.g., Middle East, Oceania, Scandinavia. In each currency pair the base currency is always the defined currency and the term currency is taken from the same regional group. So for example, entering KRW crosses will give you the list of KRW crosses against all the major currencies, so you will see EUR/KRW, USD/KRW, etc., and against all the other currencies in South Koreas geographical group, Asia, so you will see KRW/ MXN, KRW/BRL, etc. Instructions that you want to see a combination of elements You can compare: A single market data type for two underlying assets, e.g., usd vs jpy 5y swap. Two different market data types for a single underlying asset, e.g., usd 5y swap vs 1y5y swaption vol. A data set in one asset class against a data set in a different asset class, e.g., msft spot vs usdjpy spot.
1. 2. This functionality is currently only supported for the FX asset class. These groups are the FX groups as listed in the Build My Page list for the FX asset class. If the defined currency is not in any regional group as defined in the FX groups, it will only be displayed against the major currencies.
48
DGX User Guide
If you define multiple elements, by default the system assumes you want to see widgets that include both. But to make it clearer you can include any of the following wordsand, vs, vs., versus. When you combine elements, the results that are returned will depend on whether you click the Search Data or the Chart button. So if you enter usd vs jpy 5y swap, if you click the Search Data button you will see the Swap Rates widget tailored for USD and JPY (as seen in Figure 50 on page 49); if you click the Chart button, you will see the Historical Analysis Chart widget customized to include the two defined elements (as seen in Figure 51 on page 49).
Figure 50: Search Results if You Click the Search Data Button
Figure 51: Search Results if You Click the Chart Button
Instructions that you want to see a correlation between the defined elements To see a correlation between two series of data use any of the following wordscorr, correlation, correlations, histcorr, historical correlation, historical corr. Click the Search Data button to display the Correlation widget in the relevant asset class (as seen in Figure 52 on page 50). Or alternatively, click the Chart button to access the Historical Analysis chart.
49
DGX User Guide
Figure 52: Searching for Correlation Data Between 2 Underlying Assets
Instructions that you want to see the difference between the defined elements You can create a historical analysis widget with a formula that shows you the difference between two series of data. To do this you must include any of the following words subtract, spread, basis, crack, diff, difference, basis spread. An example of this can be seen in Figure 53 on page 50. The system uses your search definition to create the relevant formula in the Historical Analysis widget. To activate this functionality you should use the Chart button, not the Search Data button
Figure 53: Running an Advanced Search to Create a Historical Analysis Chart
50
DGX User Guide
Working with DGX Customizing a Pages Display Colors
6.2
Accessing Recently Run Searches

Once you have run one or more searches using the Search tool, you can then easily access your last run searches. You do this using the Recents button. This button opens a list of the last ten searches you conducted using the Search field and one of the search buttonsthe Search Data button, the Chart button, or the Commentary button. Each conducted search is listed in the list as it was originally defined in the Search field. From this list you can then Run one of the searches. You do this by simply clicking the required search. The search is run automatically for regular widgets (not for chart widgets) and the results are displayed in the Search Results window. Add any of the listed searches to your Favorites list. You do this by clicking the Favorites button next to the relevant search. Once you have added a search in this list to your Favorites list its Favorites button is disabled.
6.3
Working With Your Favorite Run Searches

A Favorites list is a convenient way to quickly access searches run using the Search tool. Once you have added recently run searches to your Favorites list you can then access them in the DGX window via the Favorites button. This button is only enabled if you have already added at least one run search to your Favorites list. You add deals to your Favorites list via the list of recently run searches (accessed by clicking the Recent button). For more information on the list of recently run searches see "Accessing Recently Run Searches" on page 51. Once you have accessed your Favorites list, you can then: Run a favorite run search. You do this by simply clicking the run search. The search is run automatically for regular widgets (not for chart widgets) and the results are displayed in the Search Results window. Remove a deal from your Favorites list. You do this by clicking the Delete button next to the relevant deal.
7.
Customizing a Pages Display Colors

In DGX for the current page you can customize the color of either or both of the following elements: The widgets themselves The background of the page
You do this using the Styles button on the ribbon bar as seen in Figure 54 on page 52. Once you have applied the change(s) to the current page, the customization is automatically saved into the page. The color settings only affect the current page. This means that you can customize each of your pages individually.
51
DGX User Guide
Working with DGX Working with DGX Chat
To change the color of the widgets and/or the background of the current page: 1. In the system access the relevant page. 2. On the ribbon bar click the Styles button. 3. In the Select Color Style window, check the required color for the widgets and/or the background of the page itself. 4. Click OK. The widgets and/or background are displayed in the selected color.
Figure 54: Customizing the Display
8.
Working with DGX Chat

DGX Chat provides you with a means of communicating with: Any DGX user SDs Help Desk You do this by adding the Help Desk as an active contact. You can do this manually (see Section 8.3 on page 56). Alternatively, you can easily access the Help Desk contact via the Favorites list (Section 8.9 on page 63). As it is Web-based, you can manage your contacts and chat with other users, all without having to install any additional software on your machine. To get started you simply need to log in to DGX Chat and add a contact to your list of active contactsunless someone sends you a message and then you will automatically see their contact in your active contacts list.
52
DGX User Guide
Of course, to initiate a chat session with a DGX user you must access DGX Chat. However, at any point in time, even if you are not logged into DGX, you can be contacted by other DGX users. If you are not currently using DGX Chat and you are sent a chat message by another DGX user, the system uses a notification alertthis lets you know that one or more DGX users have tried to be in contact with you. For more information on the notification alert functionality, see Section 8.1 on page 54. You access DGX Chat using the Chat button on the ribbon bar (as seen in Figure 55 on page 53).
Figure 55: Accessing the Chat Functionality
In the DGX Chat window you can then: See the online/offline status of another DGX user. See Section 8.2 on page 55. Add an active contact to DGX Chat. See Section 8.3 on page 56. Interact with a contact. See Section 8.4 on page 56. Interact with a conference group. See Section 8.5 on page 58. Request quotes from multiple contacts simultaneously. See Section 8.6 on page 59. Delete an active contact or conference group from DGX Chat. See Section 8.7 on page 62. See the chat history between you and another user. See Section 8.10 on page 64. Customize your contacts image. See Section 8.11 on page 65. Easily access a list of your recent contacts or conference groups via the Recents buttons. For more information see Section 8.8 on page 63. Access a list of your favorite contacts or conference groups. For more information see Section 8.9 on page 63.
In addition, once you have added a number of active contacts, you can then:
To access DGX Chat: On the ribbon bar click the Chat button.
53
DGX User Guide
8.1
Understanding the Notification Alert in DGX Chat

At any point in time, any DGX user can send you a chat message1. If you are using DGX Chat when a user contacts you, you will of course see the new message. However, in addition: As long as you are currently logged into DGX but DGX Chat is not in focus on the screen, you are notified if a chat message is sent to you. That is, whenever a chat message is sent to you, the notification alert is activated whether your Chat window is closed or it is just not active on the screen2. If you not logged into DGX when a chat message is sent to you, the next time you log into the system, you will see the notification alert. A notification message pops up on the screen. This functionality (as seen in Figure 56 on page 54) lets you easily see any messages as they are sent to you, as well as reply to them or to reject them.
The notification alert takes two forms:
Figure 56: You Are Notified That You Have Received a Chat Message
You can: Reply to a message by clicking Reply. If the Chat window was closed this opens it; if it was minimized or not in focus, it opens it in focus. Reject a chat message by clicking Ignore. This closes the notification message. Toggle between received messages using the arrow buttons, or click Show All to see all of the received messages. A counter icon is added to the Chat button, as seen in Figure 57 on page 54. The counter is incremented for each contact who sends a chat message to you while the Chat window is not in focus on the screen. As soon as you open the Chat window, the counter is removed.
Figure 57: A Counter on the Chat Button Indicates You Have a Chat Message Waiting for You
1. 2.
This includes a conference chat message. The notification alert is not activated if your Chat window is in focus when you receive a chat message.
54
DGX User Guide
In addition, within the Chat window itself, a counter is incremented for each unread message sent in this session by a contact who appears in your list of contacts (as seen in Figure 58). However, this counter is only incremented for a contact in your list of contacts if that contact is not the currently active contact, i.e., it is not the contact you are currently talking to.
Figure 58:
8.2
Seeing the Status of Another DGX User

From the DGX Chat window you can see if any other user is online in DGX, even if they have not opened their DGX Chat. That is, if a contact is logged into DGX, you will now see a green dot next to their name (as seen at 1 in Figure 59 on page 56); if the contact does not have the DGX window open, you will see a black dot next to their name (as seen at 2 in Figure 59 on page 56). The status iconeither the green dot or the black dotappears next to a contacts name in your list of contacts, in your list of favorites (accessed by clicking the Favorites button), and in the list of the last ten active contacts/conference groups you added to DGX Chat (accessed by clicking the Recent button). This is useful as you know that if you choose to send them a Chat message, even if the user does not have their DGX Chat window open at that moment, they will get the notification message.
55
DGX User Guide
Figure 59: Understanding the Status of Another DGX User
8.3
Add an Active Contact to DGX Chat

In DGX Chat on the right-hand side of the window you can see a list of all the contacts you have added in this session. These contacts are called your active contacts, i.e., the contacts you are currently talking to or may want to talk to. You can add a contact to the active contacts area in any of the following ways: By searching for a contact in the Search field and then selecting it. By clicking a contact in the Recents list or the Favorites list. When you close DGX Chat, your list of active contacts is deleted. However, those contacts will still appear in your Recents list and, if you added them there, in your Favorites list. To add a contact to DGX Chat: 1. Access DGX Chat by clicking the Chat button on the ribbon bar. 2. In the textbox enter the name of the person you want to add. A list appears with all users who match this name. 3. Click the relevant name. It is added to the list of active contacts (and is also added to Recents list).
8.4
Interacting With a DGX User

Once you are logged into DGX Chat you can then interact with any DGX user: By exchanging chat messages. Via a conference session. For more information on this functionality, see Section 8.5 on page 58. Using video chat. To initiate a video chat session with a contact, both you and your contact will necessarily need a camera installed on the workstation. There is no notification for a missed video chat message.
56
DGX User Guide
You do this by searching for a contact in the Search field, and then using either the Chat or the Video buttons. Alternatively, if the user is already in your active contacts list for this session (as described in Section 8.3 on page 56), then you can interact with them from that area. If you send a chat message and if the contact is logged onto DGX Chat, then your message will display immediately in the contacts DGX Chat window (as seen in Figure 60).
Figure 60: Chatting to an Active Contact
To send a chat message: 1. In DGX Chat, do either of the following: If the contact is already in your list of active contacts, click the relevant user. Alternatively, in the Search field enter the contacts name and then in the list of contacts that is displayed, click the Chat button for the relevant contact, as seen in Figure 61.
Figure 61: Interacting With a DGX User
The contact is added to the active contacts area as the active chat contact, i.e., it is at the top of the list and it is highlighted in blue. Being the active chat contact means that if you send a message, it is sent to this contact. 2. Type the message and then press <Enter> on the keyboard. The message is sent to the contact.
57
DGX User Guide
To start a video chat session: In DGX Chat, do either of the following: If the contact is already in your list of active contacts, click the Start video chat button (as seen in Figure 62) for the relevant user.
Figure 62:Starting a Video Chat Session
Alternatively, in the Search field enter the contacts name and then in the list of contacts that is displayed, click the Video button for the relevant contact. The video window is opened.
8.5
Interacting with a Conference Group

You can chat simultaneously with a number of contacts. You do this by creating a conference group. A conference group is a group of Chat contacts. When you send a message to a conference group, it is sent to all members of the conference group. If a member of the group responds to your message, the reply is also seen by all members of the conference group. Once you have created a conference group and it is displayed in the active contacts area, you can see a list of all the underlying contacts by clicking the i icon as seen in Figure 63 on page 58. Once you have created a conference group, it automatically appears in the Recents list and, if you added it there, in your Favorites list. Adding a conference group to your Favorites list lets you easily access a conference group that you chat with regularly.
Figure 63: Working with a Conference Group
You cannot edit an existing conference group. However, you can delete it and then create a new group. To start a chat conference session: 1. In DGX Chat select an active contact.
58
DGX User Guide
2. In the Search field enter the name of another contact whom you want to add to the conference group and then in the list of contacts that is displayed, click the Add to conference button for the relevant contact.
8.6
Requesting Quotes from Multiple Contacts Simultaneously

From DGX Chat you can broadcast a message to a group of multiple users simultaneously, where the message is sent out on an individual basis to each user in the group. That is, each member of the group will receive the message sent-but there is no connection between the group members themselves, so when a group member replies to your message, the reply is only sent to you (unlike in a conference group where a reply to a message sent to the conference group is sent to all conference group members). This is useful because it lets you, for example, send out a request for a quote simultaneously to a group of contacts on an individual basis. This is a quick and efficient way to reach out to market players to get the best possible price. You access this functionality using the MultiQuote window which is opened by clicking the new MultiQuote button as seen in Figure 64 on page 60.
59
DGX User Guide
Figure 64: Accessing the MultiQuote Window
In the MultiQuote window you can add up to 6 contacts. You add contacts by typing a name in the Search textbox (from the list of contacts that appears you then click the Add to MultiQuote button next to the relevant contact) or using the Recent and Favorites buttons (in the list of contacts that appears you then simply click the relevant contact). If you add a conference group from the Recent or Favorites buttons, the system adds the conference group's underlying members to the MultiQuote window as individual contacts. That is, the connection between the conference group members is broken when the group is added to the MultiQuote window. In addition, if you add a conference group to the MultiQuote window, and you have already added one or more of its members as individual contacts, the system only adds the members not already there; it also displays a message to let you know that this is what it has done.
60
DGX User Guide
Once you have added the relevant contacts to the MultiQuote window you can then: Send a message to all displayed contacts simultaneously. You do this by entering the message in the textbox marked 1 in Figure 65 on page 61. A message sent in this way will be seen by all the contacts currently displayed in the MultiQuote window. Send a private message to an individual contact. You do this by entering the message in the individual's textbox (as seen marked 2 in Figure 65 on page 61). A message sent in this way will only be seen by that contact.
Figure 65: Working in the MultiQuote Window
Note the following: You can send a message to a contact via both the MultiQuote window and the DGX Chat window. Accordingly, if a contact receives a message from you from both locations in the same session, that contact will see your contact twice in their list of active contacts. However, in this scenario to distinguish between the 2 messages, the contact instance linked to the MultiQuote feature is marked with the blue background behind the contact's image and the megaphone icon, as seen in Figure 66 on page 62.
61
DGX User Guide
Figure 66: The Megaphone Icon Shows the Message Was Sent Via the MultiQuote Window
Once you have sent a message to a contact via the MultiQuote window (whether this message was a private message to that contact only or it was sent simultaneously to a group of contacts), this message is added to the chat history that exists between you and that user. As previously, to see the chat history between you and a user (if one exists), you must add the user to your list of active contacts in the DGX Chat window. When you then click that user in the list of active contacts, the history is displayed on the left hand side of the window in the History Messages area.
8.7
Deleting an Active Contact or Conference Group from DGX Chat

When you close DGX Chat, all active contacts and conference groups are deleted automatically. However, you can also manually remove an active contact or conference group from your DGX Chat contact list at any time. You do this using the icon as seen in Figure 67.
Figure 67: Deleting an Active Contact
Note that once an active contact or conference group is removed from the list of active contacts (either manually by you or automatically when you close DGX Chat, you will no longer be able to contact them using DGX Chat unless you add them again to your active contacts list. To add them again see Section 8.4 on page 56. However, this contact will still appear in your Recents list and, if you added it there, in your Favorites list.
62
DGX User Guide
To remove an active contact or conference group: In DGX Chat click the red phone icon in the active contact or conference group you want to remove. It is removed from your list of active contacts.
8.8
Accessing Recently Added Contacts

Once you have added one or more active contacts to DGX Chat or you have created a conference group, you can then easily access these contacts and/or conference groups at a later dateeven if they are no longer in your list of active contacts. You do this using the Recents button. This button opens a list of the last ten active contacts or conference groups you added to DGX Chat. From this list you can then Easily add a contact or conference group to your list of active contacts. You do this by simply clicking the required contact or conference group. It is then added to the active contacts area as the active chat contact, i.e., it is at the top of the list and it is highlighted in blue. Being the active chat contact means that if you send a message, it is sent to this contact or group. Add any of the listed contacts or conference groups to your Favorites list. You do this by clicking the Favorites button next to the relevant contact or conference group. If you click the Favorites button for a conference group, you will also need to name the group. The group is subsequently listed in the Favorites list using this name. If a conference group is listed in the Recents list, you see an i icon for it next to the Favorites button. Clicking this i icon, lets you see all the contacts in this conference group. Once you have added a search in this list to your Favorites list its Favorites button is disabled.
8.9
Working With Your Favorite Contacts

A Favorites list is a convenient way to quickly access contacts or conference groups you want to talk to regularly. SDs Help Desk is automatically included in your Favorites list by default.
Once you have added contacts or conference groups to your Favorites list you can then access them in the DGX window via the Favorites button. This button is only enabled if you have already added at least one contact or conference group to your Favorites list. You add deals to your Favorites list via the list of recently added contacts (accessed by clicking the Recent button). For more information on the list of recently added contacts see "Accessing Recently Added Contacts" on page 63. Once you have accessed your Favorites list, you can then: Add any of the listed contacts or conference groups into your active contacts list. You do this by simply clicking the contact or conference group. If the contact or conference group was not already in your list of active contacts in the Chat window, it is now added. In addition, it appears as the active chat contact, i.e., it is at the top of the list and it is highlighted in blue. Being the active chat contact means that if you send a message, it is sent to this contact. Remove a contact or conference group from your Favorites list. You do this by clicking the Delete button next to the relevant contact.
63
DGX User Guide
See all the underlying contacts in a conference group. You do this by clicking its i icon.
8.10 Accessing the Chat History Between Yourself and Another User
Once you have had a chat conversation with another user, subsequently you can then see the chat history between you and that user. This chat history is included as part of your ongoing conversation with that user in the DGX Chat window, along with your current messages. To see the chat history between you and a user, you must add the user to your list of active contacts. When you then click that user in the list of active contacts, the history is displayed on the left hand side of the window, as seen in Figure 68 on page 64. The left hand side of the DGX Chat window is divided up into the following areas (if more than one area is displayed, they appear in the following order): The History Messages area This displays any old messages exchanged between you and the selected contact in the last week. It can contain up to 20 messages. However, if there are also messages in the Missed messages area, those messages contribute towards the total of 20. So if there are more than 20 missed messages, you will not see any messages in the History Messages area, even if there are old messages. The Missed Messages area This section appears only if the contact sent you messages while you were not logged into DGX. The new messages area If during this session you exchange new messages with this contact, they appear at the bottom of the DGX Chat window.
Figure 68: Understanding the Chat History
64
DGX User Guide
If you subsequently close the DGX Chat window, when you then re-open it, any messages that previously appeared in the Missed messages area and any new messages that were exchanged in the previous session now appear in the History messages section instead. Following are a few examples to clarify the behavior: Case 1 Background User A and user B are online. They have not communicated in the past. Scenario a. b. User A sends user B 25 messages which appear in the new messages area. User B closes the DGX Chat window and then opens it again. She adds user A back to her list of active contacts. When she then clicks on user A she sees in the History Messages area the 20 newest messages exchanged between them.
Case 2 Background User A and user B have communicated in the past, and have exchanged more than 20 messages between them. User A is online and user B is offline. Scenario a. b. c. User A sends 5 messages to user B. User B logs in to DGX, opens DGX Chat and adds user A to her list of active contacts. When she then clicks on user A she sees the 15 newest history messages in the History Messages area and the 5 missed messages in the Missed Messages area.
Case 3 Background User A and user B have communicated in the past, and have a total of 5 messages in their mutual chat history. User A is online and user B is offline. Scenario a. b. User A sends 23 messages to user B. User B logs in to DGX, opens DGX Chat and adds user A to her list of active contacts. When she clicks on user A she sees the 23 missed messages from user A in the Missed Messages area. The History messages area is no longer displayed as there are more than 20 messages in the Missed Messages area.
8.11 Customizing Your Contacts Image

You can add an image to your contact. This image will be seen by anyone who chats with you. You do this using the Configure Chat icon (as seen in Figure 69 on page 65). You must upload a file in a valid image format, e.g., GIF, BMP, JPEG or PNG.
Figure 69: Accessing the Customize Chat Window
To add an image to your contact: 1. Open the Chat window by clicking the Chat button on the toolbar. The Customize Chat window opens.
65
DGX User Guide
Working with DGX Working with the DGX Store
2. Click the Change button. 3. In the Open window browse to where the target image is saved. 4. Click the required image and then click Open. 5. In the Crop Image window you can choose the image crop area, by dragging the sides to the required position. Alternatively, you can drag and drop the crop area to a different part of the image. 6. Click Apply. The image appears in your contact details. 7. Click Close.
9.
Working with the DGX Store

This page lets you purchase data which is not part of the basic DGX package. The data is arranged in groups, including exchange data, news, analytics, commentary, etc. You purchase the relevant data in the form of a widget, which you can then add to your DGX pages. The individual purchase agreement and payment schedule depends on the chosen supplier.
10. Exiting the System

At any point you can exit the system. You do this by clicking the x icon as seen in Figure 70.
Figure 70: Exiting the System
Note that if there are any unsaved changes in the current draft page(s) when you exit the system, when you next access the system DGX notifies you that there are unsaved changes in a number of draft pagesand gives you the chance to open those pages so that you can manually save the changes there.
11. Adding Streaming DGX Data into Excel Spreadsheets

You can insert real-time streaming data from DGX into your own Excel spreadsheet1. You do this by inserting the relevant DGX link for each piece of real-time data into your own Excel spreadsheet. Subsequently, when you have your Excel spreadsheet open, the values for any linked data are streamed from DGX into the Excel display, i.e., they are updated in realtime.
1.
This functionality is supported in Excel 2003, 2007 and 2010.
66
DGX User Guide
Working with DGX Adding Streaming DGX Data into Excel Spreadsheets
This lets you use real-time streaming data as part of your personal analysis via Excel carried out on your desktop. For a list of the market data categories that are currently supported, see Section 11.1 on page 67. To use this functionality you must first install the DGX Excel add-in on your computer and then load it into Excel1. Once you have loaded the DGX add-in into Excel, you can then insert the relevant DGX links into your Excel spreadsheet as required. In any Excel session if you want to use the DGX Excel add-in, you must login to DGX from Excel using your SD username and password. If you are using the DGX Excel add-in for the first time you must follow the following steps: 1. Check you have all the system requirements for using SDs DGXExcel add-in in your own Excel spreadsheet. For more details see Section 11.2 on page 68. 2. Download the DGX Excel add-in to a folder on the machine on which you will be working. For more details on how to do this see Section 11.3 on page 69. 3. In the folder to which you extracted the DGX Excel add-in double-click the SdRtd.xll file. Excel opens with the DGX Excel add-in installed. If you are using Excel 2003, after this stage it is recommended that you configure Excel to always install the DGX Excel add-in, SdRtd.xll, automatically whenever you access Excel. For more details on how to do this see Section 11.3.1 on page 70. This step is not necessary if you are using Excel 2007 or Excel 2010in these versions, double-clicking the SdRtd.xll file automatically configures Excel to always install the DGX Excel add-in automatically whenever you access Excel. 4. Open a spreadsheet in Excel. 5. To see the streaming data in the Excel spreadsheet, you must login to SD. To do this: 5a. In: Excel 2003 from the SD DGX menu click the Login to DGX option. Excel 2010 in the SD DGX tab double-click the Login button. 5b. in the Login window enter your username and password and then click OK. If you want to save your username and password so you do not need to type it in manually in each session, check the Remember Credentials checkbox. 6. You then insert a link for each piece of real-time data that you want to include in your Excel spreadsheet. You do this by copying and pasting individual links from DGX into the Excel spreadsheet or by copying and pasting existing links in the Excel spreadsheet and then editing them as required. For more details on how to do this see Section 11.4 on page 71.
11.1 Supported Market Data Categories

You can add DGX links into your Excel spreadsheet for streaming data only. Currently you can include the following market data categories:
1.
Installing an Excel add-in makes its functionality available in Excel and adds any associated commands to the appropriate menu (in Excel 2003) or tab (in Excel 2007 and Excel 2010).
67
DGX User Guide
For the Foreign Exchange asset class, you can include the following market data categories: Market data Spot rates Code for data link spot Supported data types Bid, ask and mid rates
For the Interest Rates asset class, you can include links for the following market data categories: Market data Deposit rates Fixing rates FRA rates Futures IMM FRA rates Inflation swap rates Swap rates Code for data link dep fixcsh fra future immfra infswp swap Supported data types Bid, mid and ask rates Bid, mid and ask rates Bid, mid and ask rates Bid, mid and ask rates Bid, mid and ask rates Bid, mid and ask rates Bid, mid and ask rates
In the Commodities & Energy asset class, you can include the following market data categories: Market data Spot rates Future rates 3MT prices Code for data link spot future 3mt Supported data types Bid rates only Bid, mid and ask rates Bid, mid and ask rates
In the Equities asset class, you can include the following market data categories: Market data Spot rates Code for data link spot Supported data types Ask, bid, close, high, low, last (this is the last price traded), mid, open, openinterest (this is the number of currently open positions on the exchange for this asset), volume (this is the total volume of the asset traded today up until the current time)
11.2 System Requirements for Installing the DGX Excel Add-in

In order to use the DGX Excel add-in in your Excel spreadsheet, you need to make sure that the following system prerequisites are met: You must use the HTTP protocol. Ensuring that the relevant firewall port is open. The service uses the standard port, i.e., 80 for HTTP. Specific IP address versus automatic URL resolution. SD has a network of load-balanced, redundant data centers. Uploaded data is automatically replicated across these data centers, and SD load balancers are responsible for directing the feed to the optimal data center. URL resolution is therefore SDs responsibility, and the explicit IP addresses of the rates servers in the various data centers are not provided. If, however, your IT restrictions require a specific IP address, this can be provided. Proxy settings allow access to our server.
68
DGX User Guide
Your infrastructure may require that any external internet request pass through a proxy (filtering) server. The DGX Excel add-in works with standard proxy servers (including those that require authentication data) and uses simple authentication. In addition it is capable of reading dynamic proxy settings via .pac files. Excel support The user must have access to: The DGX Excel add-inSdRtd.xll. In Excel, you need to set the security level to low or medium. For more information on how to do this, see Section 11.2.1 on page 69. An Excel spreadsheet that calls the DGX Excel add-in. As described in Section 11.3 on page 69, when you open Excel 2007 or Excel 2010 the DGX Excel add-in is loaded simultaneously. In Excel 2003 you must load the DGX Excel add-in manually each time you open Excel (either by double-clicking the Excel add-in file in the folder in which you saved it or dragging it from there into the open Excel spreadsheet) or you can configure Excel to automatically load the add-in. For more instructions on how to do this, see Section 11.3.1 on page 70. Desktop permissions should be configured to allow the running of Excel add-ins and macros. You need a username and password for DGX. You will need to provide this information once per session in the Excel itself. Adobe Flash Player This element is optional, and serves to improve the feature that lets you insert streaming DGX data into your Excel spreadsheets (as described in Section 11. on page 66). If you do not have this application running on your machine, you can still insert DGX data links into your Excel spreadsheetsyou will just have to copy the data links manually.
11.2.1
Setting the Excel Security Settings

In order to run the DGX Excel add-in (i.e., the VBA macros) the Excel security settings must be set to low or medium. To set the Excel 2003 security settings to low or medium: 1. In Excel, from the Tools menu click Macro and then Security. The Security window opens. 2. In the Security Level tab click Low or Medium. 3. Click OK. To set the Excel 2010 add-ins security settings: 1. In Excel, click the File tab and then Options. The Excel Options window opens. 2. Click Trust Center and then the Trust Center Settings button. The Trust Center window opens. 3. On the left hand side click Add-Ins and then make sure the three check boxes are all unchecked. 4. Click OK and then OK.
11.3 Downloading and Installing the DGX Excel Add-in

To work with DGX data in your Excel spreadsheet you must first install the DGX Excel add-in, SdRtd.xll, on your machine. You download the DGX Excel add-in from the DGX window itself, using the DGX button on the ribbon bar. It is downloaded in a zip file. It is advisable to then extract the DGX Excel add-in file from the zip and save it into a folder on your machine, and then double-click the file from this folder.
69
DGX User Guide
When you double-click this file: Your default version of Excel is opened with the add-in installed. This action also configures Excel to automatically load the DGX Excel add-in (from the folder in which you saved it) every time you access Excel. This Excel configuration is only supported in Excel 2007 and Excel 2010. In Excel 2003 you will need to install the DGX Excel add-in manually each time you access Excel (either by double-clicking the Excel add-in file in the folder in which you saved it or by dragging it into the open Excel spreadsheet) or you can instruct Excel to load it automatically. For more information on how to do this see Section 11.3.1 on page 70. The DGX Excel add-in is a COM type of add-in.
Overview of installing the DGX Excel add-in on your machine1: 1. In the DGX window, click the DGX button. 2. Click Download Excel Add-in. 3. In the window that opens click the DGXExcel.zip dropdown list. If you click: Open, the WinZip window opens from where you can extract the DGX Excel add-in. Show in folder, a window opens which contains the DGXExcel.zip file which you must then double-click to open the WinZip window from where you can extract the DGX Excel add-in. 4. From the WinZip window extract the SdRtd.xll file to a folder on your machine. To do this: 4a. Click the file to select it. 4b. On the ribbon bar click Extract. 4c. In the Extract window navigate to where you want to save the file and then click Extract.
11.3.1
Configuring Excel 2003 to Load SDs Excel Add-in

In Excel 2003 you can of course install the DGX Excel add-in manually each time Excel is accessedeither by double-clicking the Excel add-in file in the folder in which you saved it or dragging it from there into the open Excel spreadsheet. However, it is far more convenient to instruct Excel to load it automatically. You do this in Excel 2003 via the Add-Ins window, after first saving the DGX Excel add-in onto your machine (as described in Section 11.3 on page 69). To configure Excel 2003 to automatically load the Excel add-in: 1. Open Excel 2003. 2. To automatically install the SdRtd.xll add-in: 2a. In Excel, from the Tools menu click Add-Ins. The Add-Ins window opens. 2b. Click Browse and navigate to the folder where you extracted the Excel add-in file, SdRtd.xll. 2c. Click the Excel add-in file and then click OK. 2d. Excel may ask you if you want to copy the file to the AddIns folder location2. You can answer Yes or No. 2e. The SD DGX Excel Add-in add-in appears in the Add-Ins window and it is automatically enabled.
1. 2. The instructions for doing this may vary slightly between the different supported versions of Excel. This folder is usually located at C:/Documents and Settings/<user name>/Application Data/Microsoft/ AddIns folder.
70
DGX User Guide
2f. Click OK. 3. Close and then re-open Excel. The SD DGX menu is now automatically displayed.
11.4 Inserting Data Links From DGX Into Excel

Once you have inserted the DGX Excel add-in into Excel, in any Excel spreadsheet you can then insert a link for each piece of real-time data that you want to include in that Excel spreadsheet. There are two ways of doing this: By copying individual links from DGX and then pasting them into the Excel spreadsheet, as described in Section 11.4.1 on page 71. By copying existing links in the Excel spreadsheet and then pasting them and editing them as required, as described in Section 11.4.2 on page 72. Whichever method you use to insert data links into Excel, to actually see the streaming data in each Excel session you must login as described in Step 5 on page 67.
11.4.1
Copying Data Links from DGX into Excel

After inserting the DGX Excel add-in into Excel (as described in Section 11.3 on page 69), you can then insert a link for a supported piece of real-time data into your Excel spreadsheet by copying its code from DGX and then pasting it into your Excel spreadsheet. To copy links from DGX and paste them into your Excel spreadsheet: 1. In DGX open the widget from which you want copy a data link. 2. In the widget right-click the data you want to copy. 3. In the pop-up that appears, click Copy to Excel (as seen at 1 in Figure 71). If you have Abobe Flash Player installed on your machine, the data link is copied automatically to the clipboard. If you do not have Adobe Flash Player installed, you will have to copy the data link manuallyaccordingly a window appears which contains the data link formula (as seen at 2 in Figure 71).
Figure 71: Copying a Data Link to Excel
71
DGX User Guide
4. To copy the data link manually: 4a. Make sure the data link is highlighted. 4b. Do either of the following: Right-click in the textbox and then click Copy (as seen in Figure 72).
Figure 72:Copying the Data Link Manually
On the keyboard click <CTRL> + C. 5. In the Excel spreadsheet click in the cell where you want to display the streamed data and then paste the copied data link. To do this you can do either of the following: 5a. In Excel 2003 from the Edit menu click Paste; in Excel 2010 in the Home tab click the Paste button. 5a. On the keyboard click <CTRL> + V.
11.4.2
Editing the DGX Data Links in Excel

After inserting the DGX Excel add-in into Excel, you can of course manually insert a data link from DGX into your Excel spreadsheet (as described in Section 11.4.1 on page 71). However, once you have inserted one or more DGX data links into Excel you may find it is easier to copy these links and edit them as required. For example, you insert a data link for the EUR/USD mid spot, as seen in Figure 73. When you click on the data link (as seen at 1), you see the underlying link function (as seen at 2).
Figure 73: Working With the Data Link in Excel
Once you can see the function, you can then edit it as relevant in the Function textbox. For example, you can change the currency pair or change Mid to bid or ask. You can edit the following elements (as relevant for the defined asset class and market data category):
72
DGX User Guide
Asset class You can enter any of the following: fx, ir, cm, eq
Underlying In the Foreign Exchange asset class the underlying is the currency pair in this format eurusd. In the Interest Rates asset class the underlying is the currency, e.g., USD. In the Commodities & Energy asset class the underlying must be the ticker, for example, for Brent Crude Oil you enter lco. In the Equities asset class the underlying must be the symbol or ticker, for example, for Microsoft you enter msft, for Apple you enter aapl, etc.
Contract The contract or futures expiry must be defined in this format aug13 or dec14, where the contract must be an existing contract.
Market data group, e.g., spot or futures or swap rates For a list of all the supported market data groups per asset (and the relevant codes to use in the data links in Excel) see Section 11.1 on page 67
Market data type You can enter mid, bid or ask as relevant. To see which data types are supported for which market data group see Section 11.1 on page 67.
Tenor This lets you define a supported tenor. For example, you can put 3M or 7Y. In IR to define an IMM FRA tenor, you use 2 elements. For example, to define 3#1 you enter "3M" and "1". To define an FRA tenor, you use 2 elements. For example, to define 2x5 you enter 2M and 3M.
73
3
FX asset class Interest Rates asset class Bonds
Market Data Available in DGX
The Market Data Portal provides accurate and real-time data for the following categories: For a list of the market data categories available for FX, see Section 1. on page 74. For a list of the market data categories available for IR, see Section 2. on page 82. Commodity asset class (precious metals, base metals, energy & indices) For a list of the market data categories available for CM, see Section 3. on page 92. Equity asset class (EQ indices & major stocks) For a list of the market data categories available for EQ, see Section 4. on page 97. For a list of the market data categories available for Bonds, see Section 5. on page 104. Credit For a list of the market data categories available for CD, see Section 6. on page 106. News For a list of the news categories available, see Section 7. on page 108.
1.
FX Market Data
For the FX asset class you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. For the FX asset class the end of day (or close) is set to London 10 pm.
The following FX widgets are available: Spot Rates (single ccy) (see Section 1.1 on page 75) Sharpest Spot Move (see Section 1.2 on page 76) Term Structure Widget (see Section 1.3 on page 76) Vol Surface (relative strikes) (Section 1.4 on page 77) Vol Surface Chart (Section 1.5 on page 77) ATM Vol (multiple tenors) (Section 1.6 on page 77) ATM Vol (single tenor) (Section 1.7 on page 77) ATM & 25D Vol (single ccy pair) (Section 1.8 on page 77) Sharpest ATM Vol Moves (Section 1.9 on page 78)
74
DGX User Guide
Market Data Available in DGX FX Market Data
ATM Vol Curve Chart (Section 1.10 on page 78) 25 Delta Risk Reversal Curve Chart (Section 1.11 on page 78) 25 Delta Butterfly Curve Chart (Section 1.12 on page 78) ATM Implied vs Historical Vol (Section 1.13 on page 79) Historical Vol Curve Chart (Section 1.14 on page 79) Historical Correlation (Section 1.15 on page 79) Forward Rates (multiple ccy pairs) (Section 1.16 on page 79) Forward Rates (single ccy pair) (Section 1.17 on page 80) FX Forward Calculator (Section 1.18 on page 80) Forward & Deposit Rates (single ccy pair) (Section 1.19 on page 80) Forward Curve Chart (Section 1.20 on page 80) Forward Pips Curve Chart (Section 1.21 on page 80) FX Fixings (Section 1.22 on page 80) Historical Fixings (Section 1.23 on page 81) FX Futures (single ccy pair) (Section 1.24 on page 81) Vol Smile Chart (Section 1.25 on page 82) Base Depo Curve (Section 1.26 on page 82) Term Depo Curve (Section 1.27 on page 82)
1.1
Spot Rates WidgetFX

This widget displays the spot data for multiple currency pairs. For each currency pair you can include any or all of the following: Real-time spot price You can include this in a bid/ask format and as a mid price. High price and the low price The high and low prices are the highest and lowest mid price measured from the end of day on the previous business day until the current time. % change The change value is the % difference between the end of day spot on the previous business day and the current spot. To understand the colors used in this column see Section 3.7 on page 25. Yesterdays spot This is the spot at the end of day on the previous business day. Last weeks spot This is the end of day spot one week prior to today So for example, if today is 17 October 2012, DGX will display the end of day spot on 10 September 2012. Last months spot This is the end of day spot a month prior to today So for example, if today is 17 October 2012, DGX will display the end of day spot on 17 September 2012. If the target date is a non business day, DGX displays the end of day spot for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day spot on Friday, 14 September 2012. Similarly, if today is at the end of the month (e.g., 31 October 2012) and there is no matching date in the preceding month, DGX will display the end of day spot for the last business day in that month instead.
75
DGX User Guide
1.2
Sharpest Spot Move WidgetFX

This widget includes the 8 currency pairs with the sharpest spot moves as measured from the spots close price on the previous business day until the current time. They are sorted according to % change. For each currency pair you can include any or all of the following: Spot in a bid/ask format Change in the spot rate as a % and/or in pips The change value is the difference between the current spots mid value and the spots close price on the previous business day. To understand the colors used in the % Change column see Section 3.7 on page 25. Bars to indicate the direction and size of the change A green arrow indicates that the current mid value is higher than the previous business days close price; a red arrow indicates that it is lower than the previous business days close amount. Also the length of the arrow itself indicates the size of the change. By default, DGX takes the 8 currency pairs with the sharpest spot moves from all the market quoted currency pairs. However, you can instead define a sub-group for this widget and DGX will subsequently only search for the top 8 sharpest moving currency pairs from within this group. This lets you decide which currency pairs should be included in the search for the sharpest move. You can define a sub-group for this widget in one of two ways: By opening the widget from one of the predefined FX groups, e.g., Majors or Asia. In this situation the search parameters for this widget will only include the currency pairs in the selected group. By manually defining a group of currency pairs in the widgets Customize window. The sharpest spot moves are subsequently only taken from that group.
1.3
Term Structure WidgetFX

This widget displays the term structure data for a single currency pair across a series of tenors. The current spot is always displayed. In addition, for each tenor you can include any or all of the following: Forward rate Forward pips ATM volatility This can be included as a mid value or as a bid/ask value. Yesterdays ATM volatility The end of day ATM volatility on the previous business day as a mid value. Last months ATM volatility This is the end of day ATM volatility a month prior to today So for example, if today is 17 October 2012, DGX will display the end of day ATM volatility on 17 September 2012. If the target date is a non business day, DGX displays the end of day ATM volatility for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day ATM volatility on Friday, 14 September 2012. Similarly, if today is at the end of the month and there is no matching date in the preceding month, DGX will display the end of day ATM volatility for the last business day in that month instead. 25D risk reversal 25D butterfly Deposit rates
76
DGX User Guide
1.4
Vol Surface (relative strikes) WidgetFX

This widget displays the volatility surface for a single currency pair based on relative (delta) strikes across a series of tenors.
1.5
Vol Surface Chart WidgetFX

This widget displays the volatility surface for a single currency pair for multiple tenors in a graphical format.
1.6
ATM Vol (multiple tenors) WidgetFX

This widget displays the ATM volatility data for multiple currency pairs for multiple tenors. For each tenor you can include any or all of the following: ATM volatility 25 delta risk reversal 25 delta butterfly
1.7
ATM Vol Widget (single tenor)FX

This widget displays ATM volatility data for multiple currency pairs for a single tenor. For each currency pair you can include any or all of the following (for the defined tenor): ATM volatility This can be included as a bid value, an ask value, and a mid value. Last months ATM volatility This is the end of day ATM volatility a month prior to today. So for example, if today is 17 October 2012, DGX will display the end of day ATM volatility on 17 September 2012. If the target date is a non business day, DGX displays the end of day ATM volatility for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day ATM volatility on 14 September 2012. Similarly, if today is at the end of the month and there is no matching date in the preceding month, DGX will display the end of day ATM volatility for the last business day in that month instead. Year high This displays the highest ATM volatility since the start of the current year, i.e., from 1 January. Year low This displays the lowest ATM volatility since the start of the current year, i.e., from 1 January. 25 delta risk reversal, 25 delta butterfly, forward rate, spot rate
1.8
ATM & 25D Vol Widget (single ccy pair)FX

This widget displays the ATM volatility and 25 delta data for a single currency pair across a series of tenors. For each tenor you can include any or all of the following: ATMstrike and volatility 25 delta callstrike and volatility 25 delta putstrike and volatility 25 delta risk reversal 25 delta butterfly
77
DGX User Guide
Yesterdays ATM volatility This is the end of day ATM volatility on the previous business day as a mid value. Last months ATM volatility This is the end of day ATM volatility a month prior to today. So for example, if today is 17 October 2012, DGX will display the end of day ATM volatility on 17 September 2012. If the target date is a non business day, DGX displays the end of day ATM volatility for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day ATM volatility on 14 September 2012. Similarly, if today is at the end of the month and there is no matching date in the preceding month, DGX will display the end of day ATM volatility for the last business day in that month instead.
1.9
Sharpest ATM Vol Moves WidgetFX

This widget includes the 8 currency pairs with the sharpest ATM volatility moves as measured from the end of day on the previous business day until the current time. They are sorted according to actual change, not according to % change. For each currency pair you can include any or all of the following: Mid ATM volatility Actual change from the last close and % change from the last close The change is the difference between the current volatility rates mid value and the end of day volatility rate on the previous business day. To understand the colors used in the % Change columns see Section 3.7 on page 25. Bars to indicate the direction and size of the change A green arrow indicates that the current mid value is higher than the previous business days close price; a red arrow indicates that it is lower than the previous business days close amount. Also the length of the arrow itself indicates the size of the change. By default, DGX takes the 8 currency pairs with the sharpest ATM volatility moves from all the market quoted currency pairs. However, you can instead define a sub-group for this widget and DGX will subsequently only search for the top 8 sharpest moving currency pairs from within this group. This lets you decide which currency pairs should be included in the search for the sharpest move. You can define a sub-group for this widget in one of two ways: By opening the widget from one of the predefined FX groups, e.g., Majors or Asia. In this situation the search parameters for this widget will only include the currency pairs in the selected group. By manually defining a group of currency pairs in the widgets Customize window. The sharpest spot moves are subsequently only taken from that group.
1.10 ATM Vol Curve Chart widgetFX

This widget displays the ATM vol curve for a single currency pair across defined tenors in a graphical format.
1.11 25 Delta Risk Reversal Curve ChartFX

This widget displays the 25 delta risk reversal curve for a single currency pair across defined tenors in a graphical format.
1.12 25 Delta Butterfly Curve ChartFX

This widget displays the 25 delta butterfly curve for a single currency pair across defined tenors in a graphical format.
78
DGX User Guide
1.13 ATM Implied vs Historical Vol WidgetFX

This widget displays the volatility data for a single currency pair across multiple tenors. For each tenor you can include any or all of the following: Mid ATM volatility This is the real-time mid ATM volatility for the relevant tenor. Historical volatility The historical volatility measures what actually occurred to the underlying currency pair over the defined period, i.e., the tenor. For example, the 3M historical volatility of the USD/ JPY is a measurement of the fluctuation of the USD/JPY spot rate over the last three months up to the current date. Historical volatility is quoted in annualized terms so that it is easy to compare the volatility of different tenors. Last months ATM volatility This is the end of day ATM volatility a month prior to today So for example, if today is 17 October 2012, DGX will display the end of day ATM volatility on 17 September 2012. If the target date is a non business day, DGX displays the end of day ATM volatility for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day ATM volatility on 14 September 2012. Similarly, if today is at the end of the month and there is no matching date in the preceding month, DGX will display the end of day ATM volatility for the last business day in that month instead. Year high This displays the highest ATM volatility since the start of the current year, i.e., from 1 January. Year low This displays the lowest ATM volatility since the start of the current year, i.e., from 1 January.
1.14 Historical Vol Curve ChartFX

This widget displays the historical volatility across tenors for a single currency pair in a graphical format.
1.15 Historical Correlation WidgetFX

This widget displays the historical spot correlation1 between multiple currency pairs for a single historical period. Historical correlation is the standard correlation between the close rates of two currency pairs. The correlation for each tenor is based on rates for that proceeding tenor. For example, in the one year tenor, the correlations are based on closing spot rates over the past year.
1.16 Forward Rates (multiple ccy pairs)FX

This widget displays the forward rates data for multiple currency pairs across a series of tenors. For each tenor you can include either or both of the following: Forward rate in a bid/ask format Forward pips in a bid/ask format
1.
Correlation is a statistical measure of how much the movement of two separate currency pairs are related. The range of possible correlations is between -1 and +1.
79
DGX User Guide
1.17 Forward Rates (single ccy pair) WidgetFX

This widget displays the forward rates data for a single currency pair for multiple tenors. The current spot is always displayed. In addition, for each tenor you can include any or all of the following: Forward rate Forward pips
1.18 FX Forward Calculator WidgetFX

This widget lets you calculate the forward rates data (forward rate, forward pips, forward points) for a single currency pair for a given spot rate, spot date, forward delivery date and deposit rates. Once you enter the forward delivery date, the system then automatically displays the relevant deposit rates and the forward rates data. Subsequently changing the forward delivery date changes the deposit rates and the forward rates data. Changing the spot date changes the number of days to the forward delivery date (but not the forward delivery date itself) and deposit rates and the forward rates data. Clicking the: Clear button refreshes the spot rate and spot date and removes the forward delivery date, deposit rates and forward rates data. Refresh button refreshes any non-edited spot rate and deposit rate.
1.19 Forward & Deposit Rates (single ccy pair) WidgetFX

This widget displays the forward and deposit rates data for a single currency pair across a series of tenors. The current spot is always displayed. In addition, for each tenor you can include any or all of the following: Forward rate Forward pips Deposit rates
1.20 Forward Curve Chart WidgetFX

This widget displays the forward curve for a single currency pair across tenors in a graphical format. You see a forward curve for the forward rate in a bid and/or ask format.
1.21 Forward Pips Curve Chart WidgetFX

This widget displays the forward pips curve for a single currency pair across defined tenors in a graphical format. You can see the curve in a bid and/or ask format.
1.22 FX Fixings WidgetFX

This widget shows the fixings data for multiple currency pairs for multiple fixings providers. For each currency pair you can include any or all of the following: Latest available fixings rate Last closing fixings rate
80
DGX User Guide
This is the fixings rate from the previous business date. % change The change value is the difference between the latest available fixings rate and the fixings rate on the previous business day. Fixing date This is the date of the latest available fixings rate. Source This is the fixings provider.
1.23 Historical FixingsFX

This widget displays the historical fixings data (date, rate, % change) for a single currency pair from a single fixing provider. By default the data is displayed for the 3 months prior to the current date. You can then manually define the display period using the From and To fields. For each currency pair (and fixing provider) you can include any or all of the following: Date of the fixing Fixings rate on the defined date % change The change value is the difference between the fixings rate on this date and the fixings rate on the previous business day.
1.24 FX Futures (single ccy pair)FX

This widget displays the futures data for a single currency pair across a series of futures expiries. For the currency pair for the displayed futures expiry you can include any or all of the following: Source This is the futures rate provider. Latest available futures rate as a bid and/or ask rate Last closing futures rate This is the price of the futures at the close of the previous business date. High and/or low price The high and low prices are the highest and lowest mid futures price measured from the start of business today until the current time. % change The change value is the difference between the latest available futures rate and the futures rate on the previous business day. Open interest The open interest (also known as open contracts) refers to the total number of futures contracts that have not been settled in the immediately previous time period for this asset. A large open interest indicates more activity and liquidity for the contract. Volume This refers to the number of contracts that have been traded so far today.
81
DGX User Guide
Market Data Available in DGX Interest Rates Market Data
1.25 Vol Smile Chart WidgetFX

This widget displays the volatility smile, i.e., the curve for just one tenor, for a single currency pair in a graphical format. It is not available in the Build my page list of FX widgets. It can only be added by right clicking a tenor in a single asset volatility-related widget in the page itself.
1.26 Base Depo Curve Chart WidgetFX

This widget displays the base deposit rates for the selected currency pair. The deposit rates displayed take into account the deposit rates of both the base and term currencies in the currency pair as well as its forward rates. It is not available in the Build my page list of FX widgets. It can only be added by right clicking the column headers in the relevant widgets, e.g., the Term Structure widget or the Forward & Deposit Rates widget.
1.27 Term Depo Curve Chart WidgetFX

This widget displays the term deposit rates for the selected currency pair. The deposit rates displayed take into account the deposit rates of both the base and term currencies in the currency pair as well as its forward rates. It is not available in the Build my page list of FX widgets. It can only be added by right clicking the column headers in the relevant widgets, e.g., the Term Structure widget or the Forward & Deposit Rates widget.
2.
Interest Rates Market Data

For the Interest Rates (IR) asset class you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. In an IR widget: All currencies are set as onshore except for those which state that they are offshore. The relevant index is displayed in brackets after the currency shortcut in the column headers. You use the official market convention code for currencies with multiple indexes, e.g., the Chinese renminbiwhich can be based on the PBOCB or SHIBOR underlying index, etc. Accordingly, you choose CNY (PBOCB) or CNY (SHIBOR).
The following Interest Rates widgets are available: Swap Rates (single ccy) (see Section 2.1 on page 83) Swap Rates (multiple currencies) (see Section 2.2 on page 84) Swaption Vol Surface (see Section 2.3 on page 84) Swaption ATM Vol (see Section 2.4 on page 84) Swaption ATM Straddle Prices (Section 2.5 on page 84) Realized vs Implied Swaption Gamma (see Section 2.6 on page 84) Cap Vol Surface for Absolute Strikes (see Section 2.7 on page 85) Cap Vol Surface for Relative Strikes (see Section 2.8 on page 85)
82
DGX User Guide
Cap ATM Vol (see Section 2.9 on page 86) Cap ATM Straddle Prices (Section 2.10 on page 86) Government Benchmark Bonds (single issuer) (see Section 2.11 on page 86) Government Benchmark Bonds (multiple issuers) (see Section 2.12 on page 87) STIR Futures (see Section 2.14 on page 87) STIR Futures (for multiple currencies) (see Section 2.15 on page 88) FRA (single ccy) (see Section 2.16 on page 88) FRA (multiple currencies) (see Section 2.17 on page 88) Rate Fixings (single ccy) (see Section 2.19 on page 88) Rate Fixings (multiple currencies) (see Section 2.20 on page 88) OIS Rates (single ccy) (see Section 2.21 on page 89) OIS Rates (multiple currencies) (see Section 2.22 on page 89) Yield Curve (see Section 2.23 on page 89) Libor Basis Spread (see Section 2.24 on page 89) Yield Curve Chart (see Section 2.25 on page 89) Forward Rate Chart (see Section 2.26 on page 90) Discount Factor Chart (Section 2.27 on page 90) OIS Curve Chart (Section 2.28 on page 90) OIS Discount Factor Chart (Section 2.29 on page 90) Inflation Swap Rates (single index) (see Section 2.30 on page 90) Inflation Swap Rates (multiple indexes) (see Section 2.31 on page 91) Historical Inflation Index (see Section 2.32 on page 91) XCCY Basis Spreads (see Section 2.33 on page 91) Depo Rates (single ccy) (see Section 2.34 on page 91) Depo Rates (multiple currencies) (see Section 2.35 on page 91) Swaption Normal Vol Chart (see Section 2.36 on page 92) Cap Normal Vol Chart (see Section 2.37 on page 92) Sharpest Swap Moves (see Section 2.38 on page 92) Historical Correlation (see Section 2.39 on page 92)
2.1
Swap Rates (single currency) WidgetIR

This widget displays the swap rate data for a single currency across a series of tenors. For each tenor you can include any or all of the following: Current swap rate This is available in a bid/ask format and/or a mid format. Change The change value is the actual difference between the current swap rates mid value and the swap rates mid value close price on the previous business day. To understand the colors used for these values see Section 3.7 on page 25. End of day swap rate on the previous business day This is available in a mid format. 1M historical volatility rate This is a a measurement of the actual fluctuation of the swap rate for this tenor over the last month up to the current date.
83
DGX User Guide
2.2
Swap Rates (multiple currencies) WidgetIR

This widget displays the swap rate data for a multiple currencies across a series of tenors. For each tenor it displays the current swap rate in a bid/ask or mid format.
2.3
Swaption Vol Surface WidgetIR

This widget displays the swaption volatility surface1 for a single currency for a series of expiry tenors and swap durations across a series of strikes. The volatility surface itself consists of mid-market implied volatilities. Each implied volatility displayed is calculated by DGX by calibrating its skew model to market volatilities/prices for multiple strikes (based on basis spreads), which you can define in 25bp increments from the ATM. It includes the following data: Vol Vol is the log normal volatility as a %, which denotes the extent to which the returns of the underlying is expected to fluctuate in a given time period. Normal Vol Normal Vol shows the expected future fluctuations in terms of basis points rather than in terms of the logarithmic returns. That is, it is calculated on pure sample data that is assumed to be normally distributed. This volatility is also referred to by market practitioners as the bp Vol.
2.4
Swaption ATM Vol WidgetIR

This widget displays the swaption ATM volatility rates for multiple currencies across a series of expiry tenors and swap durations. That is, for each expiry date and swap duration, it displays the data for the ATM strike (forward rate) only. It consists of mid-market implied volatilities. It includes the Vol and Normal Vol data. For more information on this data, see the Swaption Vol Surface WidgetIR widget on page 84.
2.5
Swaption ATM Straddle Prices WidgetIR

This widget displays the swaption ATM volatility rates and straddle price for a single currency across a series of expiry tenors and swap durations. For each expiry tenor and swap duration you can include any or all of the following: Forward rate (ATM strike) ATM straddle price This is the price of an ATM straddle strategy displayed as a %. ATM vol & ATM normal vol For more information on this data, see the Swaption Vol Surface WidgetIR widget on page 84.
2.6
Realized vs Implied Swaption Gamma WidgetIR

This widget displays the swaption normal ATM volatility data for a single currency for a series of expiry dates and swap durations. For each expiry tenor and swap duration you can include any or all of the following:
1.
ATM normal volatility

This is the volatility surface for swap-based vanilla options.
84
DGX User Guide
This shows the market expected future fluctuation of the swap rate (for the defined swap duration) basis points. This volatility is also referred to by market practitioners as the bp Vol. Historical volatility This shows the actual fluctuation of the swap rate over the past year. Daily ATM normal volatility This shows the market expected future fluctuation of the swap rate in daily terms (as opposed to annual terms). So a value of 1.6 means that the swap rate is expected to move on average up or down by 1.6bp per day. Daily historical volatility This shows the actual fluctuation of the swap rate in daily terms (as opposed to annual terms). So a value of 1.6 means that the swap rate moved on average up or down by 1.6bp per day.
2.7
Cap Vol Surface Widget for Absolute StrikesIR

This widget displays the volatility surface for caps and floors for a single currency for a series of tenors across a series of absolute strikes. It consists of mid-market implied volatilities for caps/floors. These are calculated from the caplet/floorlet volatility surface1. It includes the following data: Vol Vol is the log normal volatility as a %, which denotes the extent to which the returns of the underlying is expected to fluctuate in a given time period. Given observed prices the log normal volatility as presented in the volatility surface is the implied log normal volatility calculated from the options observed price using the BlackScholes model. Normal Vol Normal Vol shows the expected future fluctuations in terms of basis points rather than in terms of the logarithmic returns. That is, it is calculated on pure sample data that is assumed to be normally distributed. This volatility is also referred to by market practitioners as the bp Vol.
2.8
Cap Vol Surface Widget for Relative StrikesIR

This widget displays the volatility surface for caps and floors for a single currency for a series of tenors across a series of relative strikes (defined in 25bp increments from the ATM). It consists of mid-market implied volatilities for caps/floors. These are calculated from the caplet/floorlet volatility surface2. It includes the following data: Vol Vol is the log normal volatility as a %, which denotes the extent to which the returns of the underlying is expected to fluctuate in a given time period. Given observed prices the log normal volatility as presented in the volatility surface is the implied log normal volatility calculated from the options observed price using the BlackScholes model.
1. The building of the caplet/floorlet surface involves a multi-dimensional minimization of pricing errors obtained by fitting individual caplet/floorlet smiles at pillar expirations. The minimization is to market volatilities/prices from multiple strikes and tenors. The building of the caplet/floorlet surface involves a multi-dimensional minimization of pricing errors obtained by fitting individual caplet/floorlet smiles at pillar expirations. The minimization is to market volatilities/prices from multiple strikes and tenors.
2.
85
DGX User Guide
Normal Vol Normal Vol shows the expected future fluctuations in terms of basis points rather than in terms of the logarithmic returns. That is, it is calculated on pure sample data that is assumed to be normally distributed. This volatility is also referred to by market practitioners as the bp Vol.
2.9
Cap ATM Vol WidgetIR

This widget displays the cap/floor ATM volatility rates for multiple currencies across a series of tenors. That is, for each tenor, it displays the data for the ATM strike (forward rate) only. It includes the Vol and Normal Vol data. For more information on this data, see the Cap Vol Surface widget on page 85.
2.10 CAP ATM Straddle Prices WidgetIR

This widget displays the cap/floor ATM volatility rates and straddle price for a single currency across a series of expiry dates. For each expiry date you can include any or all of the following: Forward rate (or ATM strike) ATM straddle price This is the price of an ATM straddle strategy displayed as a %. ATM vol & ATM normal vol For more information on this data, see the Cap Vol Surface widget on page 85.
2.11 Government Benchmark Bonds (single issuer) WidgetIR

This widget displays the bond data for a single supported government issuer across a series of defined tenors. Each tenor is represented by a single on the run government bond for the selected issuer. So, for France government bonds, for example, you can display BTF 1M, BTAN 2Y, or OAT 7Y. You can define the issuer itself using the country (e.g., Germany or France) or the name of the bond, e.g., BUBILL or Bund (for Germany) or JGB (for Japan). For each tenor you can include any or all of the following: Yield This is the bond yield, i.e., the rate of return on the bond price if it is held until maturity, as a mid rate. Price This is the bond price, as a mid rate per 100.00 face amount. This is displayed according to the market trading convention. For most bonds, this is the clean price (which is the price without the accrued interest). For some bonds, it is the dirty price (which is what the bond holder pays on the trade settlement date). Yield change This is the actual difference between the current yield and the yields close price on the previous business day. To understand the colors used in this column see Section 3.7 on page 25. Price change This is the % difference between the current price and the close price on the previous business day. To understand the colors used in this column see Section 3.7 on page 25.
86
DGX User Guide
Maturity date This is the bonds maturity date. Yesterdays price This is the bonds closing price on the previous business day. ISIN This identifies the bonds ISIN (International Securities Identification Number), its universal code.
Bonds coupon This is the bonds coupon rate. For zero coupon bonds, this value will be blank.
2.12 Government Benchmark Bonds (multiple issuers) Widget IR & Bonds

This widget displays the bond data for multiple supported government issuers across a series of defined tenors. For more information on the issuers, the tenors, and on the bond data that can be displayed see the Government Benchmark Bonds (single issuer) widget on page 86.
2.13 Bond Futures WidgetBonds

This widget displays the bond futures data for multiple contracts across a series of futures expiries. For each contract and futures expiry you can include any or all of the following: Bid and/or ask price This is the current price of the futures High and/or low price The high and low prices are the highest and lowest mid futures price measured from the start of business today until the current time. Volume This refers to the number of contracts that have been traded so far today. Expiry
2.14 STIR Futures (single currency) WidgetIR

This widget displays the short term interest rate (STIR) futures data for a single currency (and its index) across a series of futures expiries. For each futures expiry you can include any or all of the following: Price This is the current price of the futures. Rate This is the current implied interest rate, which is calculated as follows: 100 - future price Rate change This is the actual change between the current implied interest rate and the implied interest rate at the close of the previous business day. To understand the colors used in this column see Section 3.7 on page 25. Price of the futures at the close of the previous business day.
87
DGX User Guide
2.15 STIR Futures (multiple currencies) WidgetIR & Bonds

This widget displays the short term interest rate (STIR) futures data for multiple currencies (and their indexes) across a series of futures expiries. The STIR futures data for each futures expiry can include the price and the rate. For more information on this data see the STIR Futures (single currency) WidgetIR widget on page 87.
2.16 FRA (single ccy) WidgetIR

This widget displays the FRAs (forward rate agreements) for a single currency across a series of tenors. When you define the tenors, what you are actually defining is the start date and end date of each FRA. For example, to specify an FRA that is to start in 3 months time with a duration of 6 months, you enter 3x9. For each tenor you can include any or all of the following: The interest rate as a bid/ask format and/or as a mid format. The interest rate at the close of the last business day. Change This is the actual change between the current interest rate and the interest rate at the close of the previous business day.
2.17 FRA Widget (multiple currencies)IR

This widget displays the FRAs (forward rate agreements) for multiple currencies across a series of tenors. For each tenor you can display the interest rate as a bid/ask format or as a mid format.
2.18 IMM FRA WidgetIR

This widget displays IMM FRAs for multiple currencies across a series of tenors. For each tenor you can display the interest rate as a bid/ask format or as a mid format.
2.19 Rate Fixings (single ccy) WidgetIR

This widget displays the official index fixings (or cash rates) for a single currency (and index) across a series of tenors. For each tenor you can include any or all of the following: The current ask price The ask price at the close of the previous business day. Change The change value is the actual difference between the current ask price and the ask price at the close of the previous business day.
2.20 Rate Fixings (multiple currencies) WidgetIR

This widget displays the official index fixings (or cash rates) for multiple currencies across a series of tenors. For each tenor it displays the current price in an ask format.
88
DGX User Guide
2.21 OIS Rates (single ccy) WidgetIR

This widget displays the overnight index swap rates data for a single currency across a series of tenors. This data is based on the relevant overnight index for the selected currency. So for GBP this is SONIA, for JPY it is MUTAN, etc. For each tenor you can include any or all of the following: Current rate in a bid/ask format and/or a mid format Rate in a mid format at the close of the previous business day. Change The change value is the actual difference between the current mid and the mid at the close of the previous business day.
2.22 OIS Rates (multiple currencies) WidgetIR

This widget displays the overnight index swap rates for multiple currencies across a series of tenors. For each tenor it displays the current rate in a bid/ask or a mid format.
2.23 Yield Curve WidgetIR

This widget displays the default yield curve for a single currency. The yield curve consists of a number of elements (cash rates, future/FRA rates, and swap rates) for various tenors. By default these rates are displayed for the most liquid instruments as follows: For short maturities (cash rates), LIBOR (or the currency specific equivalent) rates are used. For intermediate maturities, either futures or FRAs (forward rate agreements) are used. For long maturities (swap rates), swaps are used (based on the IRS rates). default elements and default tenors For each tenor you can include any or all of the following: Current interest rate This is the current market interest rate. Market interest rate at the close of the previous business day. Change The change value is the actual difference between the current interest rate and the interest rate at the close of the previous business day. Discount factor This is a factor that is used as a multiplier to convert a future cash flow to its present value. Continuously compounded zero rate This is calculated from the constructed discount function.
2.24 Libor Basis Spread WidgetIR

This widget displays the basis spreads (displayed in basis points) between the standard index and each non-standard index for the selected currency across a series of tenors. It is only supported for currencies for which there is a distinct yield curve for the non-standard indexes as well as for the standard index.
2.25 Yield Curve Chart (zero coupon rates) WidgetIR

This widget shows the yield curve for each defined currencys default index and, optionally, for its non-default indexes in a chart format.
89
DGX User Guide
It always shows the zero coupon rates, i.e., it includes data from the currencys default curve only. You control for which indexes the data is displayed using by selecting the relevant setting in the Customize window in the Indexes field as seen in Figure 1 on page 90. You can choose Default index or Default and non default indexes.
Figure 1: Defining for Which Indexes You Want to See the Data
2.26 Forward Rate Chart WidgetIR

This widget shows the forward rates (or implied rates) for each defined currencys default index and, optionally, for its non-default indexes in a chart format. You control for which indexes the data is displayed using by selecting the relevant setting in the Customize window in the Indexes field. You can choose Default index or Default and non default indexes.
2.27 Discount Factor Chart WidgetIR

This widget shows the discount factors for each defined currencys default index and, optionally, its non-default indexes. You control for which indexes the data is displayed using by selecting the relevant setting in the Customize window in the Indexes field. You can choose Default index or Default and non default indexes.
2.28 OIS Curve Chart WidgetIR

This widget displays the OIS curve data (zero coupon rates only) in a chart format for multiple currencies.
2.29 OIS Discount Factor Char WidgetIR

This widget displays the OIS discount factors in a chart format for each defined currencys index.
2.30 Inflation Swap Rates for Single Index WidgetIR

This widget displays the inflation swap rates for a single inflation index across a series of tenors. For each tenor you can include any or all of the following: Current zero coupon inflation swap rate in a bid/ask and/or mid format. The inflation rate at the close of the previous business day in a mid format. Change
90
DGX User Guide
The change value is the actual difference between the current inflation rate and the inflation rate at the close of the previous business day.
2.31 Inflation Swap Rates for Multiple Indexes WidgetIR

This widget displays the inflation swap rates for multiple inflation indexes across a series of tenors. For each tenor it displays the current zero coupon inflation swap rate in a bid/ask or a mid format.
2.32 Historical Inflation Index WidgetIR

This widget displays the actual inflation index for a single index for a series of historical months. For each tenor you can include any or all of the following: Inflation index % change over the last month This shows the % change in the inflation index between the displayed month and the previous month. So, for example, if the month is January 2012, this column will show the % change between the inflation index for January 2012 and that of December 2011. % change over the last year This shows the % change in the inflation index between the displayed month and the same month one year back. So, for example, if the month is January 2012, this column will show the % change between the inflation index for January 2012 and that of January 2012.
2.33 XCCY Basis Spreads WidgetIR

This widget displays the cross currency basis spread (which defines the spread between the floating rate of each currency) for a currency pair across a series of tenors. Include the short tenors1M, 3M, 6M and 9Mif you want to see the cross currency basis spread market data for short term instruments. For each tenor displayed you see the spread that will be added to or subtracted from the index when swapping it with the other index. So if you look at the basis swap curve for a 3M EUR index vs 3M USD index flat, if the 1Y tenor is set to -37.9, this means that the market values the exchange of 3M EUR EURIBOR rates minus 37.9 basis points versus the 3m USD LIBOR index flat; if the 1 Y tenor is set to 2, this means you add 2 basis points to the 3m EUR EURIBOR rates in exchange for 3M USD LIBOR rates. For each tenor the spread can be displayed in a bid/ask and/or a mid format.
2.34 Depo Rates (single ccy) WidgetIR

This widget displays the deposit rates for a single currency across a series of tenors. For each tenor you can include any or all of the following: Current deposit rate as a bid/ask or a mid format. The deposit rate at the close of the previous business day. Change The change value is the actual difference between the current deposit rate and the deposit rate at the close of the previous business day.
2.35 Depo Rates (multiple currencies) WidgetIR

This widget displays the deposit rates for multiple currencies across a series of tenors.
91
DGX User Guide
Market Data Available in DGX Commodity Market Data
For each tenor it displays the current deposit rate in a bid/ask or a mid format.
2.36 Swaption Normal Vol Chart WidgetIR

This widget shows the swaption normal volatility surface in a chart format. The swaption normal volatility surface displayed is for a single currency for a series of expiry dates and a single swap duration across a series of strikes. The expiry dates and strikes are set by the system; you can edit the swap duration.
2.37 Cap Normal Vol Chart WidgetIR

This widget shows the normal volatility surface for caps/floors in a chart format. The normal volatility surface for caps and floors is for a single currency for a series of tenors across a series of strikes.
2.38 Sharpest Swap Moves WidgetIR

This widget displays the top assets1 with the sharpest swap rate moves for a single tenor as measured from the swap rates close price on the previous business day until the current time. The order is sorted according to the size of the % change (whether this is positive or negative). For each currency you can include any or all of the following: Current swap rate in a mid and/or a bid/ask format. Change in the swap rate as a %. The change value is the difference between the current swap rates mid value and the swap rates close price on the previous business day. To understand the colors used in the % Change column see Section 3.7 on page 25. Swap rate at the close of the previous business day. Bars to indicate the direction and size of the change A green arrow indicates that the current mid value is higher than the previous business days close price; a red arrow indicates that it is lower than the previous business days close amount. Also the length of the arrow itself indicates the size of the change.
2.39 Historical Correlation WidgetIR

This widget displays the historical correlation data for interest rates between defined pairs of tenors for a single currency for a defined historical period.
3.
Commodity Market Data

For the Commodity (CM) asset class you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. The following CM widgets are available:
1.
Term Structure (see Section 3.1 on page 93) Term Structure & 3MT (see Section 3.2 on page 93) Futures Prices (single asset) (see Section 3.3 on page 94) Forward Curve Chart (see Section 3.4 on page 94) Futures Prices (multiple assets) (see Section 3.5 on page 94) Spot/Nearby Contract (see Section 3.6 on page 94)
DGX takes the top assets with the sharpest swap rate moves from all the market quoted assets.
92
DGX User Guide
Swap Curve (see Section 3.7 on page 94) Swap Curve Chart (see Section 3.8 on page 95) 3MT Prices (see Section 3.9 on page 95) Natural Gas Basis (see Section 3.10 on page 95) ATM VolMulti Contract (see Section 3.11 on page 95) ATM Vol Curve Chart (see Section 3.12 on page 95) Vol Surface (see Section 3.13 on page 95) Vol Surface Chart (see Section 3.14 on page 96) Exchange Contracts (see Section 3.14 on page 96) Calendar Spreads (see Section 3.16 on page 96) Crack (see Section 3.17 on page 96) Futures Correlation (see Section 3.18 on page 96) Historical Correlation (see Section 3.19 on page 96) Currency Correlation (see Section 3.20 on page 97) Conversion Factors (see Section 3.21 on page 97)
3.1
Term Structure WidgetCM

This widget displays the term structure data for a single asset across a series of contracts. For each contract you can include any or all of the following: ATMF volatility This is the implied volatility for an ATM vanilla option displayed as a percentage. ATMF straddle This is the implied volatility for an ATM straddle option displayed as a percentage. Underlying contract This displays the futures contract or the swap contract (depending on the asset type). Underlying price This is the future price of the futures contract or the swap contract (depending on the asset type). Deposit rate
3.2
Term Structure & 3MT WidgetCM

This widget displays, for a single base metal asset, both the term structure data across a series of contracts and the 3MT futures price. It is only supported for base metal assets which have a 3MT futures price. This widget is only available in the Build my page list of Commodities widgets for the Commodities subgroup called Base Metals (3-Month). For each contract the 3MT price is included by default, and you can include any or all of the following: ATMF volatility This is the implied volatility for an ATM vanilla option displayed as a percentage. ATMF straddle This is the implied volatility for an ATM straddle option displayed as a percentage. Underlying contract This displays the futures contract or the swap contract (depending on the asset type). Underlying price
93
DGX User Guide
This is the future price of the futures contract or the swap contract (depending on the asset type). Deposit rate
3.3
Futures Prices (single asset) WidgetCM

This widget displays the futures prices data for a single asset across a series of contracts. For each contract you can include any or all of the following: Current price of the futures contract Yesterdays futures contract price This is the end of day price of the futures contract on the previous business day. Change You can see the actual change and/or the % change between the current price of the futures contract and the price of the futures contract at the end of day on the previous business day. To understand the colors used in these columns see Section 3.7 on page 25.
3.4
Forward Curve Chart WidgetCM

This widget displays the forward curve for a single asset across a series of contracts in a graphical format.
3.5
Futures Prices (multiple assets) WidgetCM

This widget displays the futures prices data for multiple assets across a series of contracts. For each contract you can include any or all of the following: Current price of the futures contract Change You can see the % change between the current price of the futures contract and the price of the futures contract at the end of day on the previous business day. To understand the colors used in this column see Section 3.7 on page 25.
3.6
Spot/Nearby Contract WidgetCM

This widget displays the spot or nearby contract data (as relevant) for multiple assets. For each asset you can include any or all of the following: Spot/nearby contract Yesterdays spot/nearby contract This is the spot/nearby contract at the end of day on the previous business day. % change The change value is the % difference between the end of day spot/nearby contract on the previous business day and the current spot/nearby contract. To understand the colors used in this column see Section 3.7 on page 25.
3.7
Swap Curve WidgetCM

This widgets displays the swap prices data for multiple OTC assets across a series of contracts. For each contract you can include: Current swap price Yesterdays swap price This is the swap price at the end of day on the previous business day.
94
DGX User Guide
Change in the swap prices The change value is the % difference between the end of day swap price on the previous business day and the current swap price. To understand the colors used in this column see Section 3.7 on page 25.
3.8
Swap Curve Chart WidgetCM

This widget displays the swap curve surface for a single asset across a series of contracts in a chart format.
3.9
3MT Prices WidgetCM

This widget displays the forward price data for multiple base metal assets. For each asset you can see all or any of the following: Current 3MT futures price This is the price of the futures contract in three months time. Yesterdays 3MT futures price This is the 3MT futures price at the end of day on the previous business day. Change in the 3MT futures price You can see the actual change and/or the % difference between the current 3MT futures price and the end of day 3MT futures price on the previous business day. To understand the colors used in these columns see Section 3.7 on page 25.
3.10 Natural Gas Basis WidgetCM

This widget displays the actual swap price (i.e., the index) for multiple natural gas assets across a series of rolling contracts.
3.11 ATM VolMulti Contract WidgetCM

This widget displays the ATMF volatility data for multiple assets for multiple tenors. For each asset for each tenor you can see all or any of the following: ATMF volatility This is the implied volatility for an ATM vanilla option displayed as a percentage. % change The change value is the % change between the ATMF volatility at the end of day on the previous business day and the current ATMF volatility. To understand the colors used in this column see Section 3.7 on page 25.
3.12 ATM Vol Curve Chart WidgetCM

This widget displays the ATM volatility data for a single asset across a series of contracts in a graphical format.
3.13 Vol Surface WidgetCM

This widget displays the volatility surface for a single asset for a series of strikes across a series of contracts. Each strike is defined as a given % of the displayed forward rate for that contract.
95
DGX User Guide
3.14 Vol Surface Chart WidgetCM

This widget displays the volatility surface for a single asset for a series of strikes across a series of contracts in a graphical format.
3.15 Exchange Contracts WidgetCM

This widget displays the term structure data across exchange contracts for a single asset. It is only supported for European electricity and freight assets. For each contract you can see all or any of the following: ATMF vol This is the implied volatility for an ATM vanilla option displayed as a percentage. Futures contract This displays the futures contract. Futures price This is the future price of the futures contract.
3.16 Calendar Spreads WidgetCM

This widget displays the spread (or price differential) between a series of futures contracts for a single listed asset. Each value displayed is the spread between 2 specific futures contracts. In addition, for an asset which has a 3MT futures price, e.g., a base metal asset, this widget also displays the spread between the 3MT futures price and the displayed futures contracts.
3.17 Crack WidgetCM

This widget displays the crack data between an OTC asset and its default proxy asset across multiple contracts. This widget is only available for an asset whose quoted price is dependent on the price of another, proxy commodity, e.g., Jet Fuel USGC whose proxy asset is Heating Oil or SING 180 CST Fuel Oil Cargoes whose proxy asset is Brent Crude Oil. For each contract you can see all or any of the following: Spread This is the crack (or price differential) for a specific swap between the OTC asset and its proxy asset. Current futures price for either or both of the assetsthe defined asset and/or its proxy asset.
3.18 Futures Correlation WidgetCM

This widget displays the correlation between a series of futures contracts or swap contracts for a single asset for a single historical period.
3.19 Historical Correlation WidgetCM

This widget displays the historical spot correlation1 between multiple assets for a single historical period.
1. Correlation is a statistical measure of how much the movement of two separate assets are related. The range of possible correlations is between -1 and +1.
96
DGX User Guide
Market Data Available in DGX EQ Market Data
Historical correlation is the standard correlation between the close rates of two assets. The correlation for each tenor is based on rates for that proceeding tenor. For example, in the one year tenor, the correlations are based on closing spot rates over the past year.
3.20 Currency Correlation WidgetCM

This widget displays the correlations between each commodity and a selection of currencies for a single historical period. More specifically, each value displays the correlation between the price of the commodity in the currency that the commodity trades in (its base currency) and the exchange rate between a different currency and the commoditys trading currency.
3.21 Conversion Factors WidgetCM

This widget displays the conversion factors to convert an asset from one unit to another. For each asset you can see any or all of the following: Its default unit The conversion factors for this asset between various units
4.
EQ Market Data
For the Equity (EQ) asset class you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. The following Equity widgets are available: Company Fundamentals (see Section 4.1 on page 98) Stock/Index Rates (see Section 4.2 on page 98) ATM Vol (see Section 4.3 on page 99) Volatility Summary (see Section 4.4 on page 99) ATM Implied Vol vs Historical Vol (see Section 4.5 on page 99) Historical Correlation (see Section 4.6 on page 100) Vol Surface for Fixed Tenors (see Section 4.7 on page 100) Vol Surface for Exchange Tenors (see Section 4.8 on page 100) Historical Dividends (see Section 4.9 on page 100) Term Structure (see Section 4.10 on page 100) Vol Surface Chart Widget (see Section 4.11 on page 101) Sharpest Spot Moves Widget (see Section 4.12 on page 101) Implied Vol Spreads Widget (see Section 4.13 on page 102) Closing Stock/Index Rates Widget (see Section 4.14 on page 102) Implied ATM Vol Chart Widget (see Section 4.15 on page 102) Forward Rates Widget (see Section 4.16 on page 102) Exchange Option Price Widget (see Section 4.17 on page 102) Forward Curve Chart Widget (see Section 4.18 on page 103) Futures (single asset) (see Section 4.19 on page 103) Futures (multiple assets) (see Section 4.20 on page 103) Historical Rates (see Section 4.21 on page 104) Implied Dividends Data (single asset) (see Section 4.21 on page 104)
97
DGX User Guide
4.1
Company FundamentalsEQ
This widget displays the company fundamentals for a single asset. It is important to note that in this widget there is no Customize window. Instead, you define the asset in the field as seen in Figure 2 on page 98. This data includes the following: Company profile Financial data Company valuation Insider trading overview Various filings Key ratios Performance Information on this assets industry peers
Figure 2: Defining the Asset in the Company Fundamentals Widget
4.2
Stock/Index Rates WidgetEQ

This widget includes the spot data for multiple assetsstocks and/or indexes. For each asset you can include any or all of the following: Last spot rate Current bid and ask rates Spot rate at close of the previous business day (last closing) % daily change The change value is the % difference between the current spot and the spots close price on the previous business day. % change (1Y) The change value is the % difference between the current spot and the spots close price one year earlier. % change (1W) The change value is the % difference between the current spot and the spots close price one week earlier. % change (1M) The change value is the % difference between the current spot and the spots close price one month earlier. Yesterdays volume This shows the total volume of the asset traded on the last business day (last volume) Volume This shows the total volume of the asset traded today (volume) 52W Range This shows the lowest and highest spot rate over the last 52 weeks.
98
DGX User Guide
4.3
ATM Vol WidgetEQ

This widget displays the ATM volatility data for multiple stocks and/or indexes across a series of tenors. That is, for each tenor it displays the data for the ATM strike only. You can right click an asset to access the implied ATM vol chart for this asset.
4.4
Volatility Summary WidgetEQ

This widget displays the implied volatility data for a single strike or the historical ATM volatility data. The data is displayed across tenors for multiple indexes & stocks. You choose if you want to see the implied volatility data or the historical data. Subsequently, if you choose to display the implied volatility data, you can also select the required strike. For both of the volatility types you can choose the change period, i.e., the period across which the change is to be measured. For each asset it includes the following: Last closing spot % change The change is the % change between the last closing spot and the closing spot for the selected change period. So, for example, if you choose Daily, you see the % change between the last closing spot and the closing spot on the business day before the last closing date. If you choose 3M, you see the % change between the last closing spot and the closing spot on the date three months prior to the last close date. If you choose YTD (or Year-todate), you see the change between the last closing spot and the closing spot on the first business day of the current year. Volatility at the given strike If you are looking at the historical data, the strike is always ATM; if you are looking at the implied volatility data, the strike is as selected. Change in points The change is the change in points between the last closing volatility rate and the closing volatility rate for the selected change period. So for example, if you choose 3M you see the change in points between the last closing volatility rate and the closing volatility rate on the date three months prior to the last close date. If you choose YTD (or Year-to-date), you see the change between the last closing volatility rate and the closing volatility rate on the first business day of the current year.
4.5
ATM Implied Vol vs Historical Vol WidgetEQ

This widget displays the ATM implied volatility vs historical volatility data for a single stock/ index across a series of tenors. For each tenor you can include any or all of the following: ATM volatility data, i.e., the volatility rate for the ATM strike only. This can be displayed as the bid and/or ask and/or mid. Daily change The change value is the % change between the current mid ATM volatility rate and the mid ATM volatility rate at the close of the previous business day. Historical volatility The historical (or realized) volatility is a measure of how volatile the underlying has been over the 52 weeks. It is an annualized standard deviation of price changes expressed as a percentage. It is displayed as a mid value. ATM year low
99
DGX User Guide
This displays the lowest ATM volatility since the start of the current year, i.e., from 1 January. ATM year high This displays the highest ATM volatility since the start of the current year, i.e., from 1 January.
4.6
Historical Correlation WidgetEQ

This widget displays the historical spot correlation between multiple stocks and/or indexes for a single historical period. This is the standard correlation between the close rates of two underlying assets, and is calculated by inputting the relevant spot data into the standard mathematical formula for correlation. The spot data itself consists of the snapshots of data taken daily by SD for each asset pair and saved in the market rates database. The spot correlation for each tenor is based on rates for that preceding tenor. For example, in the one year tenor, the correlations are based on the closing spot rates over the past year.
4.7
Vol Surface for Fixed Tenors WidgetEQ

This widget displays the volatility surface for a single stock or index for a series of strikes (defined as percentages of the ATM spot) across a series of tenors (defined as fixed terms, e.g., 1W, 3M, etc.). The volatility surface itself consists of mid-market implied volatilities.
4.8
Vol Surface for Exchange Tenors WidgetEQ

This widget displays the volatility surface for a single index or stock for a series of strikes (defined as percentages of the ATM spot) across exchange tenors.
4.9
Historical Dividends WidgetEQ

This widget displays the historical dividends for a single stock or index for a defined period. For each dividend date you can include either or both of the following: Last closing rate This displays the end of day spot on the dividend date. Dividend points This displays the dividend to be paid in basis points.
4.10 Term Structure WidgetEQ

This widget displays the term structure for a single stock or index over a series of tenors. For each tenor you can include any or all of the following: ATM volatility ATM volatility spread Forward price Forward price as a % of the spot Implied dividends Variance swap Security lending Funding rate
100
DGX User Guide
4.11 Vol Surface Chart WidgetEQ

This widget shows the volatility surface for a single asset for a series of tenors in a chart format. The volatility surface is for a single asset across a series of strikes (defined as percentages of the ATM spot) for a series of tenors (defined as fixed terms, e.g., 1W, 3M, etc.).
4.12 Sharpest Spot Moves WidgetEQ

This widget displays those assets in the defined base group of assets that have the sharpest spot moves as measured across a given period up until the current time. The period, e.g., 1Y or 1M, is measured from the current time backwards. This widget is only displayed when you select one of the Equity groups, e.g., America or Major Stocks, in the Build my page menu. For each asset the following data is displayed: Current spot Spot at the close of day at the start of the defined period Change in value (as a %) between the current spot rate and the spot rate at the close of the business day at the start of the defined period.
The order is sorted according to the size of the % change (whether this is positive or negative). In addition, you can choose to filter the displayed assets according to positive and/or negative changes.
Defining the Base Group of Assets

When defining the base group of assets from which to take the sharpest spot moves, you can define any or all of the following: An existing subgroup (e.g., Europe or Major Stocks) A stock An index If you define an index, e.g., DAX 30 or S&P 500, you can then choose whether you want to include the index itself and/or all the underlying stocks in the index, as seen in Figure 3. If you choose the Index option, the system only includes the index itself in the base group. If you choose the Stocks option, the system includes all the underlying stocks in the defined index in the base group.
Figure 3: Including an Index in the Widgets Base Group of Assets
In the resultant widget, stocks are indicated by the relevant extension after their name, e.g., ".XT" or ".NY", whereas an actual index is indicated by the inclusion of just its name, e.g., DAX (as seen in the image below).
101
DGX User Guide
4.13 Implied Vol Spreads WidgetEQ

This widget displays the implied ATM volatility spreads between multiple indexes and/or stocks for a specific tenor.
4.14 Closing Stock/Index Rates WidgetEQ

This widget includes the closing spot data for multiple assetsstocks and/or indexes. For each asset you can include any or all of the following: Current spot rate Spot rate at close of the previous business day Last weeks spot rate This is the end of day spot rate a week prior to today Last months spot rate This is the end of day spot rate a month prior to today So for example, if today is 17 October 2012, DGX will display the end of day spot on 17 September 2012. If the target date is a non business day, DGX displays the end of day spot for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day spot on 14 September 2012. Similarly, if today is at the end of the current month (e.g., 31 October 2012) and there is no matching date in the preceding month, DGX will display the end of day spot for the last business day in the previous month instead (28 September 2012). Last years spot rate This is the end of day spot rate a year prior to today So for example, if today is 17 October 2012, DGX will display the end of day spot on 17 October 2011. If the target date is a non business day, DGX displays the end of day spot for the nearest business day prior to the target date. So if today is 16 October 2012, DGX will display the end of day spot on 14 October 2011.
4.15 Implied ATM Vol Chart WidgetEQ

This widget displays the implied ATM volatility data for multiple assets across a series of tenors in a chart format. This widget can also be accessed from certain widgets, for example, the Implied Vol Spreads widget, by right-clicking an asset name or a displayed value. For more information on this functionality see "Creating a Chart Widget from an Existing Widget" on page 26.
4.16 Forward RatesEQ

This widget displays the forward data for multiple indexes & stocks across tenors. For each asset it includes: Current spot Forward rate at each tenor
4.17 Exchange Option PriceEQ

This widget displays the exchange option price data for a single expiry date for a single index or stock across a series of strikes. You can include any or all of the following: Call bid and/or ask
102
DGX User Guide
Put bid and/or ask
4.18 Forward Curve ChartEQ

This widget displays the forward data for multiple indexes & stocks across tenors in a chart format.
4.19 Futures (single asset)EQ

This widget displays futures data across a series of futures expiries for a single stock or index For each futures expiry you can include any or all of the following: Expiry date Symbol Last closing rate This is the price of the futures at the close of the previous business day. Bid and/or ask price This is the current price of the futures High and/or low price The high and low prices are the highest and lowest mid futures price measured from the start of business today until the current time. Open interest The open interest (also known as open contracts) refers to the total number of futures contracts that have not been settled in the immediately previous time period for this asset. A large open interest indicates more activity and liquidity for the contract. Volume This refers to the number of contracts that have been traded so far today.
4.20 Futures (multiple assets)EQ

This widget displays futures data for the nearest contract expiry for multiple stocks and/or indexes. For each asset you can include any or all of the following: Expiry date of the nearest contract Symbol Last closing rate This is the price of the futures at the close of the previous business day. Bid and/or ask price This is the current price of the futures High and/or low price The high and low prices are the highest and lowest mid futures price measured from the start of business today until the current time. Open interest The open interest (also known as open contracts) refers to the total number of futures contracts that have not been settled in the immediately previous time period for this asset. A large open interest indicates more activity and liquidity for the contract. Volume This refers to the number of contracts that have been traded so far today.
103
DGX User Guide
Market Data Available in DGX Bonds Market Data
4.21 Historical RatesEQ

This widget displays the historical price data for a single asset for a defined period. Besides being available in the Build my page list of Equities widgets, this widget can also be added by right clicking the asset name in any of the Equities widgets and then clicking the Historical Rates link. You define the period using the From and To fields, and the frequency using the Frequency setting in the widgets Customize window. For each date you can then include any or all of the following: Historical rate This is the spot price at the close of business on the displayed date. High price and the low price The high and low prices are the highest and lowest spot price measured from the start until the end of business on the displayed date. Volume This refers to the number of contracts that were traded on the displayed date.
4.22 Implied Dividends Data (single asset)EQ

This widget displays the implied dividends data for a single asset across a selected future period.
5.
Bonds Market Data

For the Bonds market data class you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. The following Bonds widgets are available: Bonds (see Section 5.1 on page 104) Bond Description (see Section 5.2 on page 105) Bond Yield Analysis (see Section 5.3 on page 105) Government Benchmark Bonds (multiple issuers) (see Section 2.12 on page 87) Government Benchmark Bonds (single issuer) (see Section 2.12 on page 87) Bond Futures (see Section 2.13 on page 87) STIR Futures (multiple currencies) (see Section 2.15 on page 88) STIR Futures (single ccy) (see Section 2.14 on page 87)
5.1
Bonds WidgetBonds
This widget displays the bond data for multiple supported issuerswhich can be corporates, governments or supranationals. You must define an ISIN and/or an issuer. If you define an issuer, you can then optionally filter the list by defining one or more maturity dates and/or coupons. You can include any or all of the following: Bond Issuer Coupon Maturity date Price
104
DGX User Guide
Market Data Available in DGX Bonds Market Data
Yield
5.2
Bond Description WidgetBonds

This widget displays static bond details for a single bond. This data includes the followingISIN/CUSIP, issuer, country, currency, coupon type text, amount issued, denomination, seniority, issue date, issue price, maturity date, coupon, coupon frequency, first coupon date, first coupon accrual date, margin, if it is callable or puttable, if it is convertible, if it is perpetual, and if it is a step up bond. This widget is not available in the Build my page list of Bonds widgets. It can only be added by right clicking the ISIN in the Bonds widget (and then clicking the Bond Description link) or from the Search Results window.
5.3
Bond Yield Analysis WidgetBonds

This widget displays bond details and results for a single bond. The results include three results-the Clean Price, Accrued and the Dirty Price-which are presented for the default face amount (or notional) of 1m. This widget is not available in the Build my page list of Bonds widgets. It can only be added by right clicking the ISIN in the Bonds widget and then clicking the Yield Analysis link.
What Can You Do in this Widget?

Once you have displayed the widget, you can then: Edit the market data inputthe price or the yield or the z-spreadto see what will happen to the displayed results if the market data was to change. This lets you perform What-if analyses. Choose to include the following data: A government bond spread This shows the spread between the yield of the bond you are currently looking at and the yield of the defined government bond, i.e., the benchmark government bond for the defined tenor. As soon as you define the government bond and the tenor, DGX then automatically displays the spread. Another bond spread This shows the spread between the yield of the bond you are currently looking at and the yield of another bond, defined via its ISIN. As soon as you define the ISIN (either by manually typing it in or by dragging it into the textbox from the Bonds widget), if it is supported DGX then automatically displays the spread. Once these spreads are displayed, you can then overwrite them. If you do this, DGX automatically recalculates the yield accordingly (and therefore also the price and z-spread), and thereby the calculated results as well. Edit the defined notional (or face amount). The widget then automatically recalculates the following resultsthe Clean Price, Accrued and the Dirty Price-for the defined notional. You edit the notional using the Price per field. Print the widget. You do this using the Print button.
105
DGX User Guide
Market Data Available in DGX Credit Market Data
What Is Displayed in this Widget?

The widget includes the following: Bond details This includes the followingbond reference (i.e., the issuer, coupon and maturity date year), issuer name, currency and settlement date. Results These are as follows: Price This defines the price of the bond. In the widget this editable value is linked to the Yield and the Z-spread fields, as well as the other results. Yield This defines the return an investor would earn if a bond was purchased and held to maturity. In the widget it is linked to the Price and the Z-spread fields, as well as the other results. Z-spread This is a spread (defined in basis points) which is applied to the interest rates in order to give a higher rate to compensate for the extra risk embedded in the instrument, i.e., the fact that the corporation may default on its bond. In the widget it is linked to the Price and the Yield fields, as well as the other results. Modified duration This measures the approximate change in bond price for a 1% change in interest rates assuming that the bond's expected cash flows do not change when the yield changes. Convexity This is a measure of the curvature of how the price of a bond changes as the interest rates change. DV01 This indicates how the value of the deal will change if the interest rate curve moves up by one basis point. Clean price This is the clean price for the defined notional. Accrued This is the accrued interest (from the last coupon to the settlement date) for the defined notional. Dirty price This is the full price paid for the bond for the defined notional and includes the accrued interest.
6.
Credit Market Data

For the Credit asset class you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. The following Credit widgets are available: CDS Spread Data (single issuer) (see Section 6.1 on page 107) CDS Spread Data (multiple issuers) (see Section 6.2 on page 107) CDS Spread Chart (see Section 6.3 on page 107) CDS Index Data (see Section 6.4 on page 107) CDS Index Data (multiple indexes) (see Section 6.5 on page 108)
106
DGX User Guide
Market Data Available in DGX Credit Market Data
Index Tranches Data (see Section 6.6 on page 108)
6.1
CDS Spread Data (single issuer) WidgetCD

This widget displays the CDS term structure for a single issuer across a series of tenors1. For each issuer name you can also choose for which seniority definition, for which restructuring definition and for which currency you want to see the data. For each tenor you can include any or all of the following: Date This defines the maturity of the tenor. Par spread This spread value (in a bid and/or ask format) reflects the market price of the specified instrument for the indicated tenor, in basis points2. Upfront fee (in a bid and/or ask format) Flat spread (in a bid and/or ask format) Default probability This indicates the likelihood of the issuer defaulting after each tenor as a percentage.
6.2
CDS Spread Data (multiple issuers)CD

This widget displays the intraday CDS spread market data for multiple issuers for a single tenor. For each issuer name you can also choose for which seniority definition you want to see the data. For each tenor you can include any or all of the following: Flat spread (in a bid and/or ask format) Upfront fee (in a bid and/or ask format) Default probability This indicates the likelihood of the issuer defaulting after each tenor as a percentage. Market recovery Coupon
6.3
CDS Spread Chart WidgetCD

This widget displays the par spreads data (taken from the CDS spread curve) for a single issuer name in a chart format across a series of tenors3.
6.4
CDS Index Data WidgetCD

This widget displays the term structure for a specific series of a CDS index across a series of tenors. For each tenor you can include any or all of the following: Date This is the maturity of the tenor. Spread This value (in a bid and ask format) displays the market price of the index in basis points.
1. 2. 3. The tenors are defined by the system. The spread is how instruments are quoted in the market. The premium is calculated by multiplying the spread by the notional. The tenors are defined by the system.
107
DGX User Guide
Market Data Available in DGX Available News Data
Price This value (in a bid and ask format) displays the market price of the index as a percentage.
6.5
CDS Index Data (multiple indexes)CD

This widget includes the intraday market data on multiple on-the-run indexes. For each index you can include any or all of the following: Maturity Currency Coupon Spread bid/ask Price bid/ask Date/time
6.6
Index Tranches Data WidgetCD

This widget displays the underlying tranches data for a specific series of a CDS index for a specific maturity. For the defined CDS index in the widget itself you can select the specific series and maturity. For each tranche you can include any or all of the following: Spread in a bid and/or ask format Upfront fee in bid and/or ask format Delta exchange Reference Base and/or compound correlation Base and/or compound breakeven spread
7.
Available News Data

For the News area you select the relevant market data to display by selecting the relevant widget and then defining it as necessary. The following news widgets are available: Commentary Topics (see Section 7.1 on page 108) Commentary Posts (see Section 7.2 on page 109) Dow Jones Calendar (see Section 7.3 on page 109) News (see Section 7.4 on page 110) Twitter (see Section 7.5 on page 110) 4CAST (Section 7.6 on page 110) Global Media News (Section 7.7 on page 110) CNBC TV (Section 7.8 on page 110)
7.1
Commentary Topics WidgetNews

This widget displays a short synopsis of current market conditions provided by leading news and analysis providers. You can choose the data you want to include from a list of available topics, e.g., Agriculturals, Power & Gas, Govt Bonds, etc.
108
DGX User Guide
If you click a topic in this widget, the Commentary Posts widget opens for this topic. For more information, the Commentary Posts widget on page 109.
7.2
Commentary Posts WidgetNews

This widget lets you see all the posts for a particular topic from the Commentary Topics widget. If you click a post, you can read the post in more detail. This widget is only available by clicking a topic in the Commentary Topics widget.
7.3
Dow Jones Calendar WidgetNews

This widget displays the Dow Jones Calendar which lets you keep fully informed about global market events. You can see the events for a specific date for a specific country or region. It provides listings for key macroeconomic, corporate, geopolitical and treasury events worldwidein advance and as they happen, including accurate details on more than 900 macroeconomic indicators, key events for 8,000+ companies worldwide, and a range of financial, political and economic events. This information can then be used to inform immediate trade decisions as well as long-term planning. The areas covered are: Economic This includes economic indicators, events, statistics, key meetings, announcements, etc. Corporate This includes: Quarterly, interim and annual results, plus information on trading statements, dividends, industry and investor meetings, etc. Corporate events for over 8,000 global companies. Debt issuance This displays data about the issue of a companys new bonds. You choose the date in the widget itself (as seen at 1 in Figure 4 on page 109); the rest of the content you customize using the widgets Customize window (accessed via the Configure Widget icon as seen at 2 in Figure 4).
Figure 4: Configuring the Dow Jones Calendar Widget
For each event you can include any or all of the following: Time Period Event
109
DGX User Guide
Type News category This lets you filter the display according to the ticker number. Forecast This is the forecasted data announced prior to the event date. Actual This is the actual data announced on the event data. Prior actual This is the data announced on the previous event date. Prior revised This is the actual rate for the previous event date after any necessary adjustments have been made.
7.4
News WidgetNews
This widget displays real time news items from the financial markets1. Currently it contains news items from Dow Jones. You can click each headline to see the news item in more detail in each own News Details widget. From that widget, you can then print the news item.
7.5
Twitter WidgetNews
This widget displays Twitter feeds for selected sources. You can select sources from SDs predefined list of Twitter sources or add your own sources. You can also filter the selected sources using defined keywords.
7.6
4Cast WidgetNews
This widget provides a round-up of the days financial and economic commentary and news by 4CAST. It includes a daily economic calendar and list of key events.
7.7
Global Media News WidgetNews

This widget displays a compilation of financial news items from a wide variety of Web-based sources. You can configure the widget to display news items published between a defined date range, as well as filter the news items that are listed according to predefined categories (e.g., Financials or Chemicals) and countries, or using a user-defined query. In a query you can define, for example, commodities or interest rates or unemployment, and also use Boolean strings, i.e., AND, OR, and NOT.
7.8
CNBC TV WidgetNews
These widgets provide you with CNBC TVs full global coverage. You can choose any or all of the following:
1.
CNBC TV - US CNBC TV - Europe

A red headline is generally an alert to something that is important. Accordingly, the news provider publishes this headline to get the initial point across and it is then later followed up with a more in-depth article.
110
DGX User Guide
CNBC TV - Asia
111

DGX - UserGdgx Userguideuide

Hochgeladen von

Dokumentinformationen

Originaltitel

Copyright

Verfügbare Formate

Dieses Dokument teilen

Dokument teilen oder einbetten

Freigabeoptionen

Stufen Sie dieses Dokument als nützlich ein?

Sind diese Inhalte unangemessen?

Copyright:

Verfügbare Formate

DGX - UserGdgx Userguideuide

Hochgeladen von

Copyright:

Verfügbare Formate

May 2013

Copyright 2000-2013 by Super Derivatives Inc. All rights reserved.

SDs SolutionDGX. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 Overview of Working in DGX . . . . . . . . . . . . . . . . . . . . . . . . 2

Chapter 2: Working with DGX. . . . . . . . . . . .

DGX User Guide Table of Contents

Chapter 3: Market Data Available in DGX .

DGX User Guide

What Is DGX? Overview of Working in DGX

Overview of Working in DGX

DGX User Guide

What Is DGX? Overview of Working in DGX

Figure 1: Accessing DGX from the SD Web Site

DGX User Guide

What Is DGX? Overview of Working in DGX

Figure 2: Accessing DGX Via an SD Pricing Application

Figure 3: Example of a Page in DGX

DGX User Guide

What Is DGX? Overview of Working in DGX

Working With DGX on an iPad

DGX User Guide

What Is DGX? Overview of Working in DGX

Figure 4: Getting Help

Working with DGX

This chapter describes how to work in the DGX platform

Overview of Working with DGX

DGX User Guide

Working with DGX Working with Pages

Favorites Recents Search Data Chart

Commentary Search field

Working with Pages

DGX User Guide

Working with DGX Working with Pages

Overview on Opening a Page in DGX

Why are changes automatically saved to the draft copy?

DGX User Guide

Working with DGX Working with Pages

Working with DGX Pages

DGX User Guide

Working with DGX Working with Pages

Figure 2: A Page Name Must Be Unique

Figure 3: Accessing the Predefined DGX Pages

DGX User Guide

Working with DGX Working with Pages

Opening A New Page

Figure 4: A New Page Is Assigned a Default Name

Figure 5: Each Page Must Have a Unique Name

DGX User Guide

Working with DGX Working with Pages

Figure 6: Creating a New Page

DGX User Guide

Working with DGX Working with Pages

DGX User Guide

Working with DGX Working with Pages

Accessing an Existing Page

Figure 8: Accessing Your List of Pages

DGX User Guide

Working with DGX Working with Pages

Deleting an Existing page

DGX User Guide

Working with DGX Working with Pages

Renaming an Existing Page

Figure 9: A Pages Name Is Displayed at the Top of the Window

Setting Your Own Default Page