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Future Calendar Roll Enhancement | Weekly Release 11/19/21

Added SSprd/ESprd options to R/C Graph for USD & EUR, respectively

The lower split panel in “Fut Cal Roll” tab provides historical graphs of the back contract relative Richness/Cheapness to the front contract (R/C Graph).

SOFR has been added to R/C Graph for USD, and ESTR has been added to EUR. After clicking on the row which pertains to the desired future in the top table, click on the drop-down arrow next to “R/C Graph”. The spread graph will refresh once a new a new rate is selected.


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