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Sprd/Bfly Enhancement | Weekly Release 10/30/20

Added the WTD dSprd, MTD dSprd, 3M Lo Sprd, and 3M Hi Sprd columns

Enhanced Sprd/Bfly sheet with:

  1. Week to Day Spread “WTD dSprd” is calculated as Live Spread – Spread of the previous Friday’s close

  2. Month to Day Spread “MTD dSprd” is calculated as Live Spread – Spread of the previous Month End’s closing spread

  3. Lowest Spread level within the last 3 months “3M Lo Sprd

  4. Highest Spread level within the last 3 months “3M Hi Sprd

To add these four columns to their views, traders can search for them under “Table” -> “Manage Columns” as “WTD dSprd”, “MTD dSprd”, “3M Lo dSprd” and “3M Hi dSprd”.


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