Fed Fund Simulation Enhancements | Weekly Release 1/28/22


Enhancement #1:


Added the SER Future tab


To continue the transition into SOFR, the USD-SER tab has been added to the Fed Fund Simulation. Similar to the FF and ED$ tabs, the SER tab will use the 1M SOFR futures to calculate the FOMC Meeting hike as well as the 1-day SOFR rate. Across the top of the screen, the SOFR Strip is also available.



Enhancement#2:


Added ED$ frequency option


Under the USD-ED$, traders have the option to show either the quarterly or monthly ED$ across the top of the sheet. The setting is under “Preferences” – “ED$ Frequency” – “Monthly/Quarterly