Enhancement #1
Added support for FOMC OIS meeting dates up to 43rd meeting date
Traders can use format “FOMCOIS#” to enter FOMC meeting dates in the Sprd/Bfly sheet. Sprd/Bfly now supports date formats from “FOMCOIS0”, for the current O/N rate, all the way through “FOMCOIS43” for the 43rd meeting date, which equates about 5 years data.
Traders can view meeting rates in the CB Rate Monitor sheet as well. To open this sheet, click “Window” – “Market Monitor” – “CB Rate”. To view FOMC OIS date rates, click the USD tab & refer to the “Live OIS” column.
Enhancement #2
Added support for the monthly CPI fixing, also available in the FSM
Traders can use the following formats to enter CPI monthly fixing in the Sprd/Bfly & Forward Swap Matrix sheets:
