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Historical CTD Analysis Enhancements| Weekly Release 3/22/2024

Added ability to order CTDs based on highest Implied Repo Rates

 

Traders can now sort the Historical CTD sheet to list CTDs in order of highest to lowest IRR. After entering a future, select the “Highest IRR” radio button. The sheet will be sorted to show the “Top 1” or “Top 3” (based on selection) CTDs per historical date from highest to lowest IRR.

 


 


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