Enhancement #1: Added support for RBOB contracts
Traders can now enter RBOB contracts with the format [XB + Month + #Y] and/or [XB + ##] in Sprd/Bfly. For example, XBQ3 and XB1 are equivalent and acceptable.
Note: Traders can see what the future ticker represents by hovering the cursor over the cell.
Enhancement #2: Added the “Seasonality Matrix”
In this week’s release, Riskval added a “Seasonality Matrix” in Sprd/Bfly for traders who want to see the average daily change over each month for each previous year on swap spreads. This matrix will display a heatmap for each month plus the monthly average of the selected years up to five years.
To open the pop-up window, traders can <right-click> a cell under the swap spread columns and choose the “Seasonality Matrix” menu.
Note: “Seasonality Matrix” is also available in the Forward Swap Matrix window.