Custom Basis Enhancements | Weekly Release 2/12/21

Enhanced the RV Analysis to generate spreads and butterfly strategies

Enhanced RV Analysis under the Basis Monitor sheet to generate the best performing Spread and Butterfly strategies.


Traders can apply filters to the RV Analysis and hit “Generate Strategies” to see the best performing steepening/flattening Sprd and long/short Bfly strategies. Traders can also select the cells, <right click> and select “to Fwd Swap Matrix