IVSP Enhancement | Weekly Release 6/26/20

Added IVSP SOFR YY, IVSP SOFR dYY, CTD SOFR YY, CTD SOFR dYY, and FSOFR columns for invoice spread and CTD SOFR

To help short end traders have a more complete monitor of the Future SOFR Basis, the following SOFR basis columns have been added:

Adding these columns to the USD IVSP table, will allow traders to have a more wholistic view of the future’s relationship to the SOFR curve all on one screen.