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Yield Profiles - LP Spread Analysis

Yield profiles are plotted at specific time horizons from trade inception. This means that 0 is the filled price and represents the spread paid. LP yield profile analysis is done from the external yield profiles.

Groups of trades are aggregated and stacked as if they occurred at the same time meaning when viewing an aggregation of all trades externalised to an LP, we can see the average $/M spread paid for that group of trades.

Group by market and load external yield profiles to see the aggregation of trades externalised to each of your LPs.

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Switch units to USD/M to see the average spread yield paid to each LP.

Where spread is positive, the trade has been executed on a crossed (negative) rate earning Spread on external trades.

See how to check your LPs published spreads at specific timestamps or timezones

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