June 2026 Product Update

The problem

Reading market direction means jumping between settle prices and live prices, exporting to Excel, and building deltas by hand. By the time the move is on screen, it’s not really live anymore.

The solution:

CHG in Live Curves. A new CHG column shows day-on-day price change directly alongside live prices, referenced against any selected settle. Toggle between delta and absolute settle in a single click.

What you get

• In-table tenor overrides

• 5-day window granularity

• Live alongside Sparta defaults, clearly flagged

• Full audit trail on every change

Why it matters

• Trader → Reflect your view in seconds.

• Analyst → Adjust without bouncing to Excel and back.

• Risk → Compare overrides against the clean baseline at a glance.

What you get

• Time spreads on iOS

• Same workflow as the desktop Live Curves

• Part of the iOS Curve Parity initiative

Why it matters

• Trader → Read the curve from a meeting room, an airport, or a client call.

• Analyst → Check spread moves without waiting to be back at a screen.

• Manager → Stay close to the desk while travelling.

The problem

Futures levels live in one tool, physical curves in another. Liquidity and pricing fragmented across tabs and exports, when speed matters most.

What you get

Live bid / ask / settle on futures contracts

Side-by-side with physical and forward curves

Spreads and basis visible in one view

The solution

Futures quotations in Live Curves. View bid, ask, and settle for futures contracts directly alongside physical curves. See spreads, basis, and tradable liquidity in a single workflow.

Why it matters

Centralise market pricing → no more jumping tools to read futures against physical.

Sharper trading and analysis → immediate visibility into tradable levels and market liquidity.

One trading interface → Sparta as your single environment for monitoring markets, pricing instruments, and analysing spreads.

Trader

Spot tradable levels and liquidity gaps without leaving the curve.

Analyst

Compare futures, swaps, and physical in one workspace.

Risk

Validate market reference points across instruments instantly.

The problem

Seasonal analysis on fixed-tenor contracts shows you what a prompt month looks like, not what was actually being traded. The most liquid contract shifts over time. Anchoring to a fixed structure means your patterns are built on the wrong contract.

What you get

• Rolling front month view in the Seasonals section

• Continuous prompt-month series built from the most liquid contract at each date

• Consistent methodology across historical and current periods

• Directly comparable to how your desk already reads the forward curve

The solution

Rolling Front Month in Seasonals. Seasonals now support a continuous prompt-month view, built from the contract that was front and most liquid at each point in time. Same seasonal analysis, grounded in the market as it actually traded.

Why it matters

• Trader → See seasonal patterns the way the market actually traded them, not how a fixed tenor approximates them.

• Analyst → Build models and backtests on the contract that defined price discovery at each point in time.

• Risk → Historical exposure analysis referenced against real front-month liquidity.

• Quant → A cleaner, more accurate prompt-month series without manual reconstruction.