BMO Capital Markets home | contact us | site map | français | bmo.com | harris | careers
Ambition, meet execution.
Sign in Sign in


Announcements
The BMO DEX Optimizer (beta) has been released March 17, 2008
Clients are required to load their local version of the DEX Index into the Optimizer. Press the 'Download from a File' button and browse for the idxdetail_dbi_uo.csv file.
The TSX S&P Index has stopped publishing Feb 1, 2008
The Optimizer.NET has been ported to use the new DEX index. The launch will occur pending the negotiations with the TSX.

The current versions of the Optimizer will still work but they will be using stale index data.
Blackberry links for live pricing July 13, 2007
http://www.bmoanalytics.com/livedata/cda.php
http://www.bmoanalytics.com/livedata/prov.php
New Optimizer / History Tool Preview. June 22, 2007
Install the latest version.

Bmonb Live Spreadsheet. July 25, 2006
BmonbLive.xls Updated!
Retrieve real-time market data straight into your Excel spreadsheets!. Now includes closing price and yield.

History Tool Release Update July 6, 2006
VERSION 2.2.12. Released!
The new features include:
  • Historical price, yield, barbell, constant maturity and credit spread graphs.
  • Includes BMOCM and S&P/TSX Pricing sources.
  • Over 100 built-in Technical indicators.
  • Custom Technical sub-charts and graph overlays.
  • Includes built-in emailing and data extraction functions.
Optimizer Update June 6, 2006
VERSION 2.3.0.30. Released!
Optimizer Flash Presentation
Optimizer.
  • Improved proxy server access.
Optimizer Update Feb 16, 2006
VERSION 2.3.0.25.
Optimizer Flash Presentation
1. Optimizer.
  • Full S&P Index and sub-indexes included.
  • Added powerful Index customization tool.
  • Added flexible Solution filter tool.
  • Added new Credit spread analyzer tool.
2. Historical Attribution
  • Attribution now includes S&P data.
  • Added Multiple Portfolio comparison feature.
  • Added New Trade entry module.
3. Curve Attribution
  • Faster calculations.
  • More intuitive Frontier analysis.
  • Better reporting.
Bmonb Live Spreadsheet. Oct 8, 2005
BmonbLive.xls Released!
Retrieve real-time market data straight into your Excel spreadsheets!
Principal Components Analysis. Oct 8, 2005
PcaExcel.dll, Pca Hedge.xls Released!
Extract Principal Components from historical data!
Please read instructions for installation.
Optimizer Update Oct 7, 2005
VERSION 2.3.0.x. Released!
Optimizer Flash Presentation
1. Optimizer.
  • Full S&P Index and sub-indexes included.
  • Added powerful Index customization tool.
  • Added flexible Solution filter tool.
  • Added new Credit spread analyzer tool.
2. Historical Attribution
  • Attribution now includes S&P data.
  • Added Multiple Portfolio comparison feature.
  • Added New Trade entry module.
3. Curve Attribution
  • Faster calculations.
  • More intuitive Frontier analysis.
  • Better reporting.
Optimizer Update Nov 5, 2004
VERSION 2.2.0.2.
1. Optimizer.
  • Full back-testing module added.
    • Allows the Optimizer to start from any Historical Date and Yield curve.
    • The results can be compared to the Historical Attribution module.
2. Historical Attribution
  • Historical Horizon Module added.
    • Shows Yield curve changes between two dates.
    • The yield curve changes can be used for Optimization back testing.
3. Curve Attribution
  • Advanced Optimization Frontier Module added.
    • Allows user to add weights to Scenarios.
    • Shows Optimization Frontier across the Duration Spectrum.
Introducing the New Optimizer/Attribution Calculators Sept 8, 2004
VERSION 2.1.0.5.
1. Includes two new Attribution Models.
  • Curve Attribution:
    • Analyses Target, Client and Solution portfolios.
    • Summarizes across Sectors and Credits.
    • Breaks down the results into Carry, Roll and Curve.
  • Historical Attribution:
    • Analyses Historical portfolios.
    • Reports across duration buckets and individual securities.
    • Breaks down the results into Curve, Sector and Security.
2. Improved calculation performance.
3. Added double click functionality.
Mbs Calculator Update April 14, 2004
VERSION 1.0.3.
1. Expanded model to handle more MBS securities.
2. New in-memory algorithm for decompressing of MBS data.

Site Update Mar 26, 2004
All clients will be issued a userid and password to login to the site.
The userid and password will be the same as the one used to access the Corporate Research site.
These changes will take place over the next few weeks.

Optimizer Update Feb 23, 2004
VERSION 2.0.21.
1. Fixed a small bug that excluded CMBs from being eligible in the solution portfolio.

VERSION 2.0.20.
1. Improved Index calculations to make them more compatible with the market leading Index.

VERSION 2.0.19.
1. Switched the 'Bull Hmp' and 'Bull Stp' labels on the scenario grid.
2. Fixed the bug that prevented the Custom tab from working properly.
3. Updated the settings file to make it compatible with the new Custom tab.

VERSION 2.0.18.
1. In the Assumptions page the Rating Subset now applies to all securities, not just Corporate Bonds.
2. We have added a new Money Market instrument called Cash Equivalent.

Real-time Corporate bond prices on Bloomberg. Dec 9, 2003
Access our live prices through BMOB&ltGO>.

Real-time Provincial and Corporate pages. Nov 12, 2003
Works in hand held Blackberries.
Includes most of the liquid corporate and provincial bonds.

BMONB Live XL Add-in ver 2.6.2 released! Oct 16, 2003
DOWNLOAD NOW!
Stream real-time market data straight into your Excel spreadsheets!
Only requires an internet connection!
Works behind a home/corporate firewall.
Click Download now to start demo or read the Installation Instructions for local installation

Real-time Corporate Spreads on Bloomberg. Oct 15, 2003
We are now publishing real-time corporate spreads for the thirty-five most commonly traded corporate bonds.
Access our live spreads through BMOC&ltGO>.

Real-time Canada and Provincial bond prices on Bloomberg. Sept 9, 2002
Access our live prices through BMOB&ltGO>.

BMONB Live XL Add-in ver 2.4 released! September 3, 2002
DOWNLOAD NOW!
Stream real-time market data straight into your Excel spreadsheets!
Only requires an internet connection!
Works behind a home/corporate firewall.
Click Download now to start demo or read the Installation Instructions for local installation

privacy | legal | security
© 2006 BMO Nesbitt Burns, Inc.
A member of BMO Financial Group