OTC vs. Exchange VOL Enhancements | Weekly Release 4/2/21

Enhancement #1

Extended historical data for EUR

In the OTC vs Exchange Vol Analysis, historical data was extended for EUR. <Double click> the cells to bring up the historical data. Under “Preferences” – “Graph”, traders have the option to select which data series is plotted on the graph.

Note: The EUR tab will always have 4 future contracts

Enhancement #2

[USD] Added M1 contract

Rolled to the M1 contract in the USD tab of the OTC vs Exch Vol. Going forward, the contract will be rolled after the first day of the delivery month of the bond future contract.

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