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Future NetBasis Forecast Enhancement | Weekly Release 2/24/2023

The Future NetBasis Forecast allows traders to view upcoming futures and their delivery baskets with the potential future price and CTD highlighted. To further add to the analysis, traders can now enter the “Delivery Date”. Overwriting the delivery date will automatically recalculate the net basis for each of the bonds to find the new CTD. This date will not be propagated throughout RiskVal, it only applies to this analysis.

Note: To clear out overwritten delivery dates, click on <space + enter>


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