[New] USD Agency FRN Enhancement | Weekly Release 5/28/21


Created a new sheet containing USD Agency Floating Rate Notes for the “FFCB”, “FHLB”, “FHLMC”, “FNMA” tickers


Traders who look the Agency FRNs, can use the newly added “USD Agency FRN” sheet. To focus on specific tickers, click on the “Ticker” box to choose the ticker. Standard columns can also be created to organize the tickers per tab.


The description for the FRNs read as:

<Ticker> <Curve> <+/-the curve> <DD-MMM-YYYY>

In this sheet, traders can see the analytics such as Price, Discount Margin, OIS Spreads, SOFR spreads, and ASW Spreads.