Fed Fund Rate Monitor Enhancement| Weekly Release 10/07/22

Enhancement


[EUR] Added ESTR CB rates, in addition to the EONIA CB rates


Under the “Fed Fund Rate Monitor” window, EUR “Market,” “Implied,” and “Mkt Sprd” columns are renamed to “Market ESTR,” “Implied ESTR,” and “Mkt Sprd ESTR,” respectively.


Also, the “Market EONIA,” “Implied EONIA,” and “Mkt Sprd EONIA’ columns are added to the window for EUR, using the ESTR O/N Rate.