USD Agency DN Enhancement | Weekly Release 8/21/20

Added “MMY SOFR” which is the Agency Discount Note’s money market yield minus the matched-maturity SOFR rate, as well as the spread’s change on day

To help traders analyze Agency Discount Notes, the sheet has been enhanced with money market yield minus the matched-maturity SOFR rate column. To access historical data, trader can double-click on any of the discount notes in the MMY SOFR column.

User can monitor the spread’s change on day.