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Bond Roll Enhancement | Weekly Release 12/11/20

Enhanced the Curve Analysis to show the “ESTR/SOFR ASW Z”, “FESTR/FSOFR ASW Z”, “ESTR/SOFR YY”, and “FESTR/FSOFR YY” in the EUR Bond and USD Bond respectively

Traders who like to see the bond’s spread curves on one graph can include the “ESTR/SOFR ASWZ” or the “ESTR/SOFR YY” to their Curve Analysis.


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