Sprd/Bfly Enhancements | Weekly Release 10/15/21


Enhancement #1

Added “1st MR” & “Last MR” columns, also available in the Forward Swap Matrix


The “1st MR” column shows how many days ago the Spread mean reverted for the first time. The “Last MR” column shows how many days ago since the last time strategy reverted to the mean.


Under “Preferences” – “Lookback Period” traders can set the time frame that will reflect “1st MR” & “Last MR” columns.

Note: Traders can add "1st MR" and "Last MR" columns from "Table" - "Manage Columns"



Enhancement #2


[KRW] Added the KRW Bond Future to show the invoice yield instead of the spot yield. Also available in the forward Swap Matrix


In the KRW Sprd/fly sheet, added support for the South Korean futures. Traders can enter “KE/KR/KAA [HMUZ#].


In the “Yld” column, RiskVal will match “Inv Yld” column under “Market View” – “Future” –“KRW” tab.

Notes: Traders can open KRW Sprd/Bfly sheet from “Window” – “Sprd/bfly ”