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Future CTD Scenario Analysis Enhancement | Weekly Release 7/1/22

Enhancement


Added “GC Sprd”, “ED GC Sprd”, & “LD GC Sprd” columns to calculate the Net Basis with the repo special


Traders can now enter repo spread to GC in the Future CTD for the bonds and WIs.

This way they can see the effect of the repo special on the Net Basis without flipping back to the “repo” tab under “Market View” to enter the Repo Special.


Note: To see these columns, traders need to add them from the “Table” – “Manage columns” menu









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