Future CTD Enhancement | Weekly Release 2/14/20

Added “WildCard Px” which is the sum of the switch option and wildcard end of day price


The “Wildcard” section of the Future CTD Scenario Analysis sheet has been reorganized to be more streamlined and readable based on market convention. The final four columns are the ones relevant to the Future wildcard pricing. This includes the Switch Option, the Wildcard EOD Px (which is the end-of-day wild card option price), the Wildcard EOD Bps (which is the end-of-day wild card option in basis points), and Wildcard Px.


The Wildcard Px is a new column which is the sum of the Switch Option and Wildcard EOD Px columns.