USD Agency Enhancement | Weekly Release 5/28/21


Enhancement #1


Added support for Federal Farm Credit Bank “FFCB” ticker


Traders who would like to explore the FFCB bonds, can add them to the USD Agency sheet. Traders can analyze these bonds and see their spread to the matched treasury, Libor, SOFR and see carry and roll. To add these bonds, click on the “Ticker” box and select “FFCB”. Then hit “Apply”. This will load the bonds.

There is also the option to create the “Standard Tab” for the FFCB bonds.

Enhancement #2


Added SOFR spread YY/Z set of columns as well as the “OISprd Z Rich Cheap Heatmap” and “OISprd Z ZS” columns, also available in the USD SSA and covered


Traders can see the SOFR spread YY and Z with its change on day, the rich-cheap heatmap and Z-score. In addition, to complete the OISprd Z set of columns, the OISprd Z rich-cheap heatmap and Z-score were added.