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.
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: