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CMT Monitor Enhancement | Weekly Release 8/13/21

Enhanced the CMT RV Analysis

Traders can access CMT RV Analysis from “Analysis” dropdown menu.

For cross country trades (when "Same Country Only" box is not checked), RiskVal shows "Top Outright”, "Top Sprd" and "Top Bfly" tabs with cross country strategies.

“Top Outright” strategies are defaulting to “-1/1” weight. “Top Sprd” tab is showing best spread vs spread strategies; using “-1/1/1/- 1” as weight, “Top Bfly”and tab is showing best butterfly vs butterfly strategies with “-1/2/-1/1/-2/1” weight.

Note: Traders can <double -click> and send strategies to the Sprd/Bfly sheet


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