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Sprd/Bfly Enhancements| Weekly Release 2/9/2024

#1 : Added BBG ticker syntax for SOFR packs & bundles


Traders can now enter the BBG ticker for SOFR packs & bundles into Sprd/Bfly sheet. For example, to enter 3-month SOFR pack with BBG ticker “SFR1YH4 Comdty”, simply enter “SFR1YH4” into Sprd/Bfly.

 Note #1 : Traders can also use “SPKxx” & “SBNDL#” syntaxes as well. For example, “SPKWH” for SOFR white pack & “SBNDL2” for SOFR bundle.

Note #2 : Another sheet that is useful to monitor SOFR packs & bundles is the USD SFR Monitor. To load USD SFR Monitor, click “Window” – “STIR Future Monitor” – “USD SFR Monitor”.

#2 : Added Seasonality Matrix with the option to extend to 10 years


To load the Seasonality Matrix, <right-click> in the “Sprd” cell & select “Seasonality Matrix”. Here, traders can see year over year monthly average (or monthly) changes. To see the monthly averages, simply hover over the cell. A yellow ticker will appear showing the selected cells’ current year monthly average as well as the prior year’s monthly average. In this week’s release, the option to extend the historical data to 10 years has also been added to the “Year” dropdown.

#3 : Added ability to set colors for Multi Graph lines


Traders can now set the color of the lines in Multi Graphs. To do so, in Multi Graph, click “Line Colors”. Here traders will have the option to choose the color for each line. After setting colors, click “Apply”. These colors will be saved to be used as default colors in all Multi Graphs.

Note: To create Multi Graph, hold the <Ctrl> key to highlight 2 or more cells in the same row or column, then <right-click> - “Multi Graph”.


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