Sprd/Bfly Enhancement| Weekly Release 9/30/22

Enhancement


[Butterfly Generator] Added option to either show the future or CTD in the generated strategies


The Spread and Butterfly generator can now specify the future opposed to the CTD.

  1. To bring up the generator, click on “Tools” – “Spread/Butterfly Generator”.

  2. In the Generator, set the filters for the securities to be used in the spreads or butterflies.

  3. Check on “Advanced” to bring up the menu to select the bonds/futures.

  4. Enter the actual future in the leg needed, such as “TYZ2”, in screenshot below.

  5. Hit “Generate Butterflies”. The flies will be on the right-hand side, using the futures.

  6. Finally, select the flies to be sent to the Sprd/Bfly window.

Note: To see the CTD instead of the future, use the “Bond Chooser