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Future Conditional Curve Enhancements| Weekly Release 2/9/2024

#1 : Added UXY futures

 

The Future Conditional Curve Monitor has been expanded to include the UXY Futures. In addition to this, the Best Matching Strategies have been reorganized into subtabs.


Note: Click on “Recalc” to price the spreads in the subtabs


#2 : Added function to send best matching trades to Listed Strategy

 

To streamline the Horizon Analysis for the listed options, in this release, Traders can send positions from the Future Conditional Curve to the Listed Strategy. In the Listed Strategy, the risk and PnL can be calculated in the scenario analysis.


Like in the screenshot above, <right click> over the listed options to send over to the Listed Strategy sheet. The pair will be sent over.




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