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Spread/Bfly Enhancement | Weekly Release 9/20/19

Enhanced the intraday yield charts to let traders monitor spread and butterfly strategies with real-time tick-by-tick data


This gives traders the convenience of being able to monitor a series of individual securities or spread strategies without having to create longer butterfly or condor strategies while still being able to utilize the intraday yield chart.

To create these strategies, select two or three cells in the “Sprd Rt Chart” column, then right-click and select either “Sprd Graph” or “Bfly Graph” respectively. Traders can also create more complicated strategies using the spreads and butterfly charts, including those composed of spreads, butterflies, and ones with more than 3 legs. The example above shows a butterfly of butterfly strategies.


The example below shows that the intraday spread graph between the 2y and 10y is the same as the intraday graph for the 2y/10y strategy.


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