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TBill enhancements| Weekly Release 11/04/22

Enhancement 1: [USD] Added support for 4-month bill, including adding a generic “4M” bill in the Sprd/Bfly with historical data

Added support for the current 4-month TBill (B 07-Mar-2023) to the USD TBill sheet. Traders can now also graph all 4-month bills in the lower live & change on day graphs. They are denoted with purple triangles. Traders can change the metric for lower graphs using the “Graph” dropdown in the upper right corner of the sheet.

Traders can also enter the current 4-month TBill into the USD Sprd/Bfly sheet using “4M” or “B4” format. Other current bills can be entered as well using this same code “#M” or “B#” format. With creating these generic codes, the generic historical data has been extended by using the bills previously known as 119 day CMBs.

Enhancement #2: [USD & EUR] Added SOFR/ESTR Matched Maturity and Zero spreads to Graph dropdown

Traders can now select “SSprd YY/Z” in USD TBill and “ESprd YY/Z” in EUR TBill from the Graph dropdown menu on top right of the tab. The live graphs will refresh after the selection.

Note: These metrics are also available in the Curve Analysis


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