Sprd/Bfly Enhancement | Weekly Release 3/19/21

Expanded the Mean reversion return and the Expected return columns to OIS, SOFR/ESTR spreads

Under the “default” view, traders can find OIS spread YY Expected Return “OISprd YY Exp Ret”, and OIS spread YY Mean Reversion Return “OISprd YY MR Ret” columns.

Also, added SOFR/ESTR spread YY Expected Return “SSprd YY Exp Ret” and “ESprd YY Exp Ret” columns, and SOFR/ESTR spread YY Mean Reversion Return “SSprd YY MR Ret”, “ESprd YY MR Ret” columns to the “default” view.

To find the default view, click on “Table” – “System Views” – “Default”.

To add these columns to your custom view, click on “table” – “Manage Columns”. The columns will be on the left column, you can add them to your view and save them from there.

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