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Sprd/Bfly Enhancement | Weekly Release 12/02/22

Added ability to choose to map symbols to bond future or current treasury

Under “Preferences” – “Misc”, “Config Symbol Mapping” setting has been added to allow traders to choose to map overlapping symbols to the current treasury or to the bond future in non-local Sprd/Bfly sheets.

In “Config Symbol Mapping” table, traders can choose to map US2, CN1, CN2, & KR2 to current treasury or bond future by using the corresponding dropdown.

For example, in EUR Sprd/Bfly, when US2 is set to “Current Treasury”, it will map to the current USD 2-year benchmark. When it is mapped to “Bond future”, it will map to the USD back future contract.

In the screenshot below, the symbols are mapped to the bond future.

In the screenshot below, symbols are mapped to the current treasury. As a note, traders can hover over the symbol in the Sprd/Bfly sheet to see what the symbol is mapping to.

Note: After switching the designated underlying security, to refresh the symbol, re-enter it on a new line

The flags are mostly for symbols entered into the EUR Sprd/Bfly sheet, which is a non-local currency sheet for these symbols.


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