Sprd/Bfly Enhancements | Weekly Release 10/9/20

Enhancement #1


[New] Added the fully functional CHF Sprd/Bfly integrated with CHF On-the-Run generic Treasury bonds, historical data, and CHF CMT curve to perform RV Analysis

Traders whom look at the Swiss Bonds have the flexibility to monitor them and their strategies from its own CHF Sprd/Bfly. Like the G7 Sprd/Bfly, traders can enter their strategies with bond specific bonds or the benchmarks, open historical data, and see relative value spreads such as the On-the-Run Spline and CMT.

Enhancement #2


[EUR] Added the ESTR, ESTR YY, ESTR dYY, ESTR ASW Z, ESTR ASW dZ columns

Traders who trade EUR short end can see the ESTR columns added to their EUR Sprd/Bfly. There is also a new “default short-end” view.