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Sprd/Bfly Enhancements | Weekly Release 2/28/20

Enhancement #1

Developed a Strategy Enhancer as a tool for traders to enhance the relative value performance for On-the-Run curve and butterfly trades

From the Strategy Enhancer, traders can select any of the trades from the “Sprd/Bfly” column and click “Send Selected Rows to Another Tab” to a new tab to start tracking favorable trading strategies


Enhancement #2

Added a button in historical graphs as a quick means for traders to send favorable strategies directly to the Swap Box for pre-trade monetization

Traders can now send strategies from Sprd/Bfly to the Swap Box to be analyzed at a more granular level more quickly with the new button. The “To Swap Box” button is present in all historical graphs in Sprd/Bfly for any of the supported products in Swap Box.

In the historical graph in Sprd/Bfly there is an accompanying name box for labeling strategies, so they are easier to keep track of in the Swap Box “Strategy Analysis” tab.


Enhancement #3

Added support for Libor Fixings. Also in Forward Swap Matrix for G7 + AUD

Traders can now enter Libor fixings that were previously only available in the Market View section of RVFI as line items or part of strategies in Sprd/Bfly.

The codes for the Libor rates are: LIB1D, LIB1W, LIB1M, LIB2M, LIB3M, LIB6M, and LIB12M.

Historical information for the rates (including z-score, daily change standard deviation, and correlation) are also available in the graphs.

These rates are also supported in Forward Swap Matrix using the same formatting.

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