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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


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