Sprd/Bfly Enhancements | Weekly Release 8/6/21


Enhancement #1


Added support for Sonia Futures


Sonia Futures have been added to the Sprd/Bfly. Traders can add them to their monitors to view the live rates as well as create strategies with them. In addition, historical data is available, when <double clicking> the “Sprd” column.

Enter the specific Sonia futures or the generic Sonia by using the “SFI#” convention.

Enhancement #2


Added support for EUR SSA EU CMT curve and RBACOR index, also available in Fwd Swap Matrix


Support has been added for EUR SSA EU CMT across all Sprd/Bfly sheets. Traders can enter “EUSSAEUCMT5”, for example, as the EU SSA CMT 5 year. They can also create strategies against other CMT curves such as “EUSSAEUCMT30/ESCMT30”


Additionally, Support has been added for AUD’s RBA Interbank Overnight Cash Rate across all Sprd/Bfly sheets. Traders can enter “RBACOR” to view it.

Note: The convention for the spot EU CMT is “EUSSAEUCMT#” and the forward is “EUSSAEUCMT#x#

Enhancement #3


Added support for AUD On-the-Run TIPS


Support has been added for AUD OTR TIPS across all Sprd/Bfly sheets. The convention is “AUTII#”. Traders can enter “AUTII5”, for example, to load the OTR 5-year TIPS.