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Sprd/Bfly Enhancements | Weekly Release 06/23/2023

Enhancement #1: Added support for the SSA EU GB series

Traders can now enter On-the-Run EU GB series with the format [EU + Space + GB + Space + #Y] in Sprd/Bfly. For example, [EU GB 5Y] for the 5-year and [EU GB 30Y] for the 30-year.

Enhancement #2: Added Discount Rate (Disc) column for TBills

“Disc” column has been added to Sprd/Bfly tabs. It is same as “Disc” column in TBill sheet, which stands for the TBill Discount Rate. Traders can add and arrange columns from “Table” – “Manage Columns”.

Note: Traders should enter the Tbills only in the designated Sprd/Bfly tab with [B#] or [Ticker + Space + MMDD]. For example, France TBill [BTF 0320] in EUR Sprd/Bfly.

Enhancement #3: Traders can now view the Price spread column in tick format

Traders can now view Price Spread in tick format using the flag “Preferences” - “Show Hist PX in Decimal Format”. If this setting is unchecked, Price Spread will be shown in ticks. Checking it will convert the column into decimals.

Note: It might take a moment to convert if traders have many strategies in the tab.


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