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Historical Viewer Enhancement| Weekly Release 4/26/2024

Added support for SOFR future convexity


Convexity timeseries for both SER & SFR generic & contract specific futures have been added to the Historical Viewer sheet. To view these timeseries, select “Click to Browse”, then “Fut – SOFR” or “Fut – SOFR – Generic”, “Convexity”, “SER” or “SFR”, then finally the contract. Click “Plot” in the upper right of the sheet to plot the selected data series.


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