FTS Trader Support Spreadsheets

This page contains links to Excel Spreadsheets used as trader support for specific FTS Cases. The spreadsheet links are provided below but first check your Excel settings:

Important Checklist for Excel Settings:

· Macro security should be set to Medium and enable macros when prompted to do so. To set to Medium in Excel click on Tools, Macros, Security, then check Medium in Security Level. Next load in the support spread sheet and do not forget to Enable the Macro when prompted to do so otherwise it cannot work.

· Set Excel to Auto Recalculate as follows. In Excel click on Tools, Options, Calculation and click beside Automatic. Now your spreadsheet support will automatically update when market prices change. Alternatively, you can always manually recalculate a spreadsheet by clicking beside Manual instead of Automatic and using the Function 9 key. Automatic calculation is recommended.

The available spreadsheets are listed below (click on the hyperlink XR1 Trader Support, ST1 Trader Support etc. to download them. You can also right click and then save the spreadsheets). The spreadsheet for cases XR1, XR2, ST1, and ST2 provide real time updating of the option "Greeks" (Delta, Gamma and Vega etc.)

Spreadsheet Support for XR1

· Office 2003 Support: XR1 Support

· Office 2007 Support: XR1 Support

· 64 bit Operating Systems: XR1 Support

· You can also read trading notes for this case by clicking on XR1Notes.

Spreadsheet Support for XR2

· Office 2003 Support: XR2 Support

· Office 2007 Support: XR2 Support

· 64 bit Operating Systems: XR2 Support

Spreadsheet Support for ST1

· Office 2003 Support: ST1 Support

· Office 2007 Support: ST1 Support

· 64 bit Operating Systems: ST1 Support

Spreadsheet Support for ST2

· Office 2003 Support: ST2 Support

· Office 2007 Support: ST2 Support

· 64 bit Operating Systems: ST2 Support

Spreadsheet Support for GC1

· Office 2003 Support: GC1 Support (Real time updating of the option "greeks" (Delta, Gamma and Vega etc.,)

· Office 2007 and higher Support: GC1 Support (Real time updating of the option "greeks" (Delta, Gamma and Vega etc.,)

· GC1 is a trading case with zero and coupon bonds with a more general interest rate uncertainty structure and news headlines.

Spreadsheet Support for GC2

· Office 2003 Support: GC2 Support

· Office 2007 and higher Support: GC2 Support

· GC2 is a trading case with price discovery involving both stocks and bonds with price discovery and news headlines. Contrasts the pricing problem for fixed income securities versus stocks.