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Forward Swap Matrix Enhancement | Weekly Release 12/15/2023

[BRL] Added support for OD futures offshore levels

Traders can now call offshore levels for OD future contracts into the Forward Swap Matrix sheet using code “ODMYY_OFF”, for example “ODH24_OFF” for the March 2024 level.

Note: Traders can see the offshore curve under “Market View” – “Basis Swap” – “BRL” – “BRL Offshore”.


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