Future Calendar Roll Enhancement | Weekly Release 4/3/20


Added columns for the Invoice Yield of the Front and Back Contract


Traders can add the FT/BK Invoice Yld to the Future Calendar Roll Monitor to view and reference them alongside the futures’ data and analytics. These columns show the future implied forward yield of the CTD to its respective delivery date.

Note: To add the columns, leverage the Table - Manage Columns Menu to add “FT Inv Yld” and “BK Inv Yld”.


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