USD Agency FRN Enhancement | Weekly Release 6/25/21


Added "MM Bullet CT BM", "MM Bullet CT Sprd", and "MM Bullet SOFR YY" columns


Traders can add "MM Bullet CT BM", "MM Bullet CT Sprd", and "MM Bullet SOFR YY" columns from “Table” – “Manage Columns”.


Traders can <right-click> on the "MM Bullet BM CT" column and select "CT Sprd Benchmark". Once traders make their selection, RiskVal sets the CT for the MM Bullet and recalculate "MM Bullet CT Sprd" column. “MM Bullet CT Sprd” column shows the spread of the bullet to the CT bond.


“MM Bullet SOFR YY” column shows the SOFR YY spread of the Bullet.