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Future Calendar Roll Enhancement | Weekly Release 1/21/22

Added “Diff SSprd Z”/ “Diff ESprd Z” & “D2 Diff SSprd Z”/ “D2 Diff ESprd Z” columns to USD/EUR tabs, respectively

Added columns to show the difference between the future implied forward SOFR/ESTR Z spread of one contract to the repo forward CTDs of the other contract, for both the front and back contracts. These columns can be added from the “Table” – “Manage columns” menu.


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