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Market View – Repo enhancement | Weekly Release 11/04/22

Added ability to use rates from SOFR curve instead of the Short term SOFR Swap rates

To set rates using SOFR curve, traders can check the “SOFR from Curve” checkbox at the top of the sheet. The SOFR Rates will be implied from the curve opposed to taking the actual short term SOFR rates from the market.

Traders can also enter these SOFR rates in Forward Swap Matrix sheet using “SOFRMMDDYYY” format for comparison.


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