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USD & EUR TBill Enhancement| Weekly Release 2/2/2024

Allow traders to overwrite “MMY SOFR” & “MMY ESTR” columns to price TBill

 

Traders can now select and override the cells in the “MMY SOFR/ESTR” columns in the “USD/EUR TBill” windows to set the TBill Money Market Yield spread to its matched maturity SOFR/ESTR rate.

 

Once traders override the “MMY SOFR/ESTR” column, RVFI will take the “SOFR/ESTR” rate and recalculate “PX” and “Yld” accordingly.

 

Note: Pink cells indicate the cell has been overridden and locked.

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