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Market View – Curves Enhancement| Weekly Release 5/10/2024

[USD – SOFR] Added preference to change FOMC pricing source


Traders now have the option to choose the ticker used for FOMC meeting date rates. By default, the ticker for FOMC meeting date rates in RVFI is USSOSR#. Traders now have the option to switch to use US0AFR#. This option is located under “Preferences” – “FOMC Source”. After source is changed, click “New Build” to propagate the changes throughout RVFI.

Note: Source will be changed for all available dates. For example, in the screenshot above US0AFR is available up to JAN25. USSOSR will be used for remaining dates.


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