Sprd/Bfly Enhancement | Weekly Release 8/20/21


Added “ASW YY Rich/Cheap” and “ASW YY Z-Score” columns


“ASW YY Rich-Chp”: Yield to yield matched maturity asset swap rich cheap heatmap. This is a graphical representation of the current ASW YY level within the last 3-month range. The green range represents the last 3-month historical data. The red bar represents the current level.


“ASW YY ZS”: ASW YY 3-month z-score (units in standard deviations)