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Future Net Basis Forecast Enhancement | Weekly Release 12/17/21

Allow users to set 0 Net Basis Px for active future contracts

For illiquid futures, traders have the ability to set Net Basis to 0.

Once traders check “Use 0 NetBasis Px” box, RiskVal adjusts the Future Px by setting the Net Basis of the CTDs to 0 for the contracts in the current cycle.

When traders uncheck “Use 0 NetBasis Px”, RiskVal clears out the Future Px, to be picked up from the market and calculate the Net Basis for the CTDs of the active contracts based on the future price.


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