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Market Monitor – CB Monitor Enhancement| Weekly Release 5/17/2024

Revamped the window to allow users more flexibility

 

From “Table” – “Manage Columns” traders can add and remove different sets of columns and arrange view how it suits them.


In Central Bank Monitor, previously known as Fed Fund Monitor, traders can see meeting dates across different central banks, along with respective market levels, change on day, Step, Cumulative Steps and Implied values.


Column Name

Description

Market SOFR/ESTR/MPC/BOC

Live CB meeting day rate

CoD SOFR/ESTR/MPC/BOC

Change on Day

Market Step

Represents the difference between the Live meeting rate and the previous row’s CB meeting Live rate.

Cumul Steps

The difference between the CB Meeting Live rate and the overnight rate (row 1)

Implied SOFR/ESTR/MPC/BOC

Meeting date rate implied from the curve


Opmerkingen


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