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CCY Sprd/Bfly Enhancement | Weekly Release 6/28/2024

#1: [Seasonality] Added AUD 2Y, 5Y, & 10Y auction dates, also available in Historical Viewer

 

From the seasonality control, traders can select “Eco Event” as Anchor, then set “GOVT Auction”, and select “AUD” timeseries, then hit “Apply”.

To load longer timeseries, traders can adjust start & end date for the lookback timeseries.

 Note: In Hist Viewer sheet, under “Data & Regression” – “Seasonality” AUD auctions are also available


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#2: Added support for “MUTKCALM” (JPY OIS Index)

 

In the Sprd/Bfly sheet, traders can enter “MUTKCALM” to populate Unsecured Overnight Call TONAR Rate. Traders can <double click> on fields with light blue triangle in the upper left corner to populate historical data graphs.

 


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