CCY Bond Roll Enhancements | Weekly Release 2/26/21

Added the SOFR and ESTR Carry and Roll Columns, also available in the Sprd/Bfly


The SOFR spread and ESTR spread Carry, Roll, and Carry + Roll columns have been added to the USD and EUR Bond Rolls respectively. They will appear as “S Sprd 3M C”, “S sprd 3M R Crv”, “S Sprd 3M C+R”, “E Sprd 3M C”, “E sprd 3M R Crv”, “E Sprd 3M C+R”.


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