Key Features:

  • It is a Bloomberg App which can be downloaded from the Bloomberg App Portal
  • It enables traders to maintain favorite Spread/BFLY strategies for monitoring
  • App will calculate relative value measures and heat map for each strategy
  • Yield Spread, 3 month heat map, and z-score
  • True ASW Spread, 3 month heat map, and z-score
  • 2+ RVS spread, 3 month heat map, and z-score
  • RSI technical analysis
  • SwapBox-like hedging screen for spread lock and hedge ratio
  • Bloomberg FIT RFQ ready
  • Free 30 days trial

USD Bond/Future Spread & Butterfly Monitor

USD Bond/Future Spread & Butterfly Monitor is a Bloomberg App. It mimics one of the most popular strategy monitoring sheets from our flagship RVFI solution, such that traders can experience the power of RVFI with an extremely smooth and productive workflow to manage a set of USD bond/future spread/BFY strategies through their existing Bloomberg terminal.

The App enables traders to construct their favorite USD bond/future strategies, and instantaneously calculates relative value performance such as yield spread, True ASW spread, 2+ RVS spread, based on 3 months historical time series data. Traders can easily see which strategies are outperforming or underperforming, and then make their trading decision. It comes with RSI technical analysis to provide real-time indicators for any directionality of strategies.

Traders can click on any strategy to form a SwapBox-like GUI to conduct individual trade analysis, including hedge ratio.

The App is more than just a real-time analytics tool – it is also fully integrated with Bloomberg FIT, such that traders can easily submit RFQ to dealers with a single click.