Sprd/Bfly Enhancements | Weekly Release 4/17/20

Enhancement #1

Enhanced historical graphs to include the strategy expected return

The expected return of a strategy, which is calculated as the current level minus the 3-month historical average, is now included in the information table in all historical charts. Traders can view this information by double clicking on any historical chart in Sprd/Bfly for which there is an accompanying Expected Return column.

The following example shows the highlighted Expected Return based on yield (in the blue box) for the generic USD 2/10 spread strategy.

Enhancement #2

[EUR] Added the 3s ASW YY column

In the EUR Sprd/Bfly, the Yield-Yield asset swap based on the 3-month LIBOR term has been added as an available column. This addition will allow traders to easily look at the ASW YY based on both the 3-month and 6-month LIBOR terms for spread and butterfly strategies like how they can for individual securities in the EUR Bond sheet.

Enhancement #3

Alerts: added a method to consolidate all the alerts into one sheet

The alert management system has been enhanced to allow traders to aggregate alerts and either preserve the strategies in their original location and duplicate on the new tab, or move the original strategies to the new tab. This allows traders to have increased flexibility in moving strategies from their main tracking sheets to alert centric sheets and maintain sheet structure.


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