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Sprd/Bfly Enhancement | Weekly Release 12/01/2023

Added Custom regression set of columns to allow users to enter different curve benchmarks per line item

In this week’s release, Riskval added the “Custom Regression” set of columns (“Custom Curve”, “Custom Corr”, “Custom Resid”, “Custom R2”, & “Custom Resid ZS”) in the Sprd/Bfly window. Traders can enter the curve under the “Custom Curve” column (Ex. 2/10) and view the regression model between the ticker and the curve.

These columns can be added by going to “Table” – “Manage Columns”.


Added support for the Reverse Repo Balance

Traders can now view the “Fed Reverse Repo Balance” index in “Sprd/Bfly” window by entering the “RRPQTOON” ticker. Traders can hover the cursor over the cell under the “Sprd” column to see what the symbol displays.


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