IVSP Enhancements | Weekly Release 5/1/20

Enhancement #1

Created an AUD IVSP monitor for AUD bond futures

An Invoice Spread monitor has been added for AUD Futures to compliment the existing IVSP monitors for USD, EUR, GBP, CAD, and JPY.

The IVSP (Invoice Spread) monitor allows traders to easily see the invoice spread performance of all Future contracts for a given currency.

Enhancement #2

Multiple graphs, Spread graphs, and Butterfly graphs are available for invoice spread columns across all currencies

For all CCY IVSP monitors traders can now create spread, butterfly, and multi-graphs for all invoice spread columns. The following columns now support these kind of historical graphs (available from the right click menu by selecting 2 or more securities): Inv Yld, IVSP YY, IVSP T, IVSP Z, IVSPO YY, and IVSPO Z. The following example is of an IVSP Z spread strategy between the TUM0 and TYM0 futures.


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