Sprd/Bfly Enhancements | Weekly Release 4/23/21

Enhancement #1


[Seasonality Analysis] Under the “Auction” Eco event, added option to segment the data by the re-openings, excluding the new issuances


For traders who analyze the historical data over the auctions, can do so by re-opening and excluding the new issuances. To remove the re-openings from the seasonality analysis, check the “Exclude Auctions” box in the seasonality section.

The solid lines represent the series starting with new issuances. After checking “Exclude Auctions”, the data is re-plotted by removing the new issuances and only plotting the re-openings.

Enhancement #2


Added pre-built product types and examples under the “Help” menu


Traders can navigate to “Help” – “Examples” to view the list of pre-built product types. Product types include Bond, TBill, Futures, CMT, Swap, Swap Spread, Broad Market, SOFR, FRA OIS, Inflation, Basis, and STIR. Clicking a product type will load a list of examples of this product in the current tab. Examples will be labeled accordingly.

Enhancement #3


Enhanced the format for issue specific securities where the maturity of the bond is past 2100 to use the MYYYY format (ie- RAGB 0.850 30-Jun-2120)


For these issue specific securities, the format will be [Ticker] Cpn MYYY. For example, RAGB 0.850 30-Jun-2120 format will be RAGB 0.85 62120.