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Sprd/Bfly Enhancements | Weekly Release 3/5/21


Added the JPY/CAD generic 10-year TIPS, in addition, made the G7 Generic TIPS available in all CCY Sprd/Bfly

In this week’s release, the generic terms for JPY and CAD TIPS have been added to the Sprd/Bfly. In addition, these and the G7 generic TIPS codes have been made available across the G7 Sprd/Bflys.

The generic codes consist of <Country/CCY>TII#

See the screenshot below for examples.

Note: Hover over the code to see the underlying bond


Enhancement #2

Extended Alerts to cover BEI

In this release, traders can now set alerts for the BEI column in the Sprd/Bfly. This way RiskVal can tell the trader when a TIPS bond, spread, or butterfly has crossed the BEI threshold set by the trader.

Two ways to set the Alert

  1. <Right click> and select “Set Alerts

  2. Check on the BEI Column on the pop up, and set the high and low boundaries for the alert


  1. Click on “Tools” -> “Set Alerts”

  2. In the pop-up, check on the BEI Column for the appropriate line item, and set the high and low boundaries for the alert


Enhancement #3

Enhanced the Spread and Butterfly Generators with an option to generate strategies by issue size

Traders can navigate to “Tools” – “Spread Generator” or “Butterfly Generator”. In the floating window, there is now an option to set a lower and/or upper limit for issue size. Once finished, traders can click “Populate Spreads” and the strategies will populate based on applied filters. Traders can send these strategies to an existing or new Sprd/Bfly tab by clicking the “Send” button.

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