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CAD Sprd/Bfly Enhancement | Weekly Release 4/10/20

Added support for strategies containing and individual CANHOU securities

Traders can now create strategies containing Canadian mortgage bonds (CANHOU) as well as single securities in the CAD Sprd/Bfly window by using the Bonds Chooser tool or sending them from the CANHOU Bond sheet. The addition of CAD mortgage bonds allows traders to create new strategies utilizing multiple security types in the Sprd/Bfly window. This allows for further analysis beyond what the CANHOU Bond sheet and comp treasury columns provide alone.

To send a spread or butterfly strategy of CANHOU bonds from the CANHOU Bond sheet to Sprd/Bfly create a historical graph then click “To Sprd/Bfly”.


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