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Sprd/Bfly Enhancements | Weekly Release 5/20/22

Enhancement #1:

Added “Refunding” event to Seasonality analysis, also available in Forward Swap Matrix

Under the “Eco Event” anchor, traders can select “Refunding Event” and hit “Apply” to plot time series and perform seasonality analysis. The refunding even takes place on the first Wednesday of February, May, August, and November.

Enhancement #2:

Added CMT BD dRVS set of columns

CMT BD dRVS set of columns is added to Sprd/Bfly. It shows the spread change on CMT RVS curve over the last X business days. For example, “CMT 10BD dRVS” shows the spread’s change on CMT RVS over the last 10 business days.


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