Bond Roll Enhancements | Weekly Release 11/15/19

Enhancement #1

[JPY only] Updated “Orig” column to series that shows the market convention ticker prefixes instead of original issue year number

Traders will now see the “Orig” columns is labeled “Series” and shows the market convention ticker with the two letter and two or three number prefixes (e.g. JX64). This will allow traders to more easily reference specific securities rather than using the longer formatting in RVFI. Traders can now seamlessly switch between JPY Bond and Sprd/Bfly by referencing the shorthand ticker for both sheets.

Enhancement #2

Enhanced butterfly strategies by adding new preference configuration tool and adding a column to show the strategy

Traders can now more easily configure the butterfly strategy columns in the new settings menu which can be accessed by clicking “Preferences” then “Custom Bfly Settings”. In addition to the new settings menu, FYld, FASW YY, FASW Z, and FASW T have been added as type options.

Additionally, a new column in the group of bfly columns that allows traders to easily see which butterfly strategy is being measured without having to look at the historical graph associated with it. In the strategy column, butterflies now show the ticker and are labeled as Country (wing 1/ belly/ wing2) [e.g. “DBR (0.5 228 / 4.75 728 / 0.25 229”].