Spread Analysis - Spread Charts

Spread charts plot the published spread for every LP and pricing model over the selected period of time allowing you to quickly assess stability and width of spreads across the market.

Add and remove as many pricing models as required from the chart. The spread chart also allows for the aggregation of all models or selected models to be plotted.

By default, spreads are plotted as the markets TOB quantity. The quantity, or level of the stack, viewed can be adjusted.

Checking spreads at different quantities

The spread available at certain quantities can be adjusted by deselecting Top-of-book spreads under the Quantities tab and editing the quoted sizes.

1. This is useful for viewing the spread at each level of the stack for specific LPs during the specified time window:

2. Or viewing how different LPs spreads compare at a given quantity:

Plotting by instrument category

Spread charts can also be plotted by instrument categories to view the multiple instruments across the specified timeframe:

• G10

• Emerging Markets

• Metals

These are plotted in separate tabs for each of the given quantities and selected LPs:

Also see:

• Spread Analysis - Overview

• Mean spreads

• Spread Histograms