Sprd/Bfly Enhancements | Weekly Release 1/15/21

Enhancement #1


Added SOFR swaps and ESTR Swaps


For traders who would like to see the SOFR and ESTR swaps in the Sprd/Bfly along the bond strategies can now enter them to see their analytics. The full list of codes is in the “Help”-> “Format References”

Enhancement #2


Added Basis Swaps and Cross Currency Basis (Spot/Forward/IMM)


To expand the strategies that can be monitored in the Sprd/bfly, the Basis Swaps and Cross Currency Basis have been added. See below for a few sample codes, the full list of codes is in the “Help”-> “Format References”


Enhancement #3


Added GBP SONIA and EUR EONIA Futures


Traders can pull in the GBP SONIA and the EUR EONIA rates into the Sprd/Bfly across all the tabs.

Enhancement #4


Added FX Majors across all currency tabs


Traders can monitor the FX Majors across the Sprd/Bfly tabs