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Sprd/Bfly Enhancements | Weekly Release 10/2/20


Added the SOFR Future Packs & Bundles

In the USD Sprd/Bfly now we support SOFR future Packs and Bundles. Double clicking on Sprd column, trader can access historical time series

SPKWH based on SFR1, SFR2, SFR3, SFR4

SPKRE based on SFR5, SFR6, SFR7, SFR8

SBNDL2 based on SFR1, SFR2, SFR3, SFR4, SFR5, SFR6, SFR7, SFR8



Added a pop up message to warn users if the selected weighting type is not supported for the strategy; additionally added a tool tip on the weight column to show the weighting type

If trader selects an unsupported weighting type for a specific strategy, RiskVal sends a warning message.

Additionally, when trader hovers over the “Weight” column for a specific strategy, the system tells him/her what is the active weighting. In the example below, for 5/TY1/10 butterfly, the current weighting is Regression Daily Change Weight (Rgrs (DChg) 3M Weight).


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